-34.0%
CLX vs EXPD
+61.6%
-95.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | -9.2% | -1.1% | -8.1% | -9.0% |
| 30D | -11.0% | +4.1% | -15.1% | -11.8% |
| 3M | +5.0% | +17.9% | -12.9% | +1.7% |
| 6M | -18.8% | +29.2% | -48.0% | -22.9% |
| YTD | -4.4% | +27.4% | -31.8% | -9.4% |
| 1Y | -21.9% | +56.8% | -78.7% | -29.4% |
| 3Y | -32.8% | +68.0% | -100.8% | -41.0% |
| All | -34.0% | +61.6% | -95.6% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling