-22.9%
CLX vs EXPD
+58.3%
-81.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +13.6% | -7.4% | +21.0% | +15.3% |
| 30D | +29.1% | -2.1% | +31.2% | +29.5% |
| 3M | +1.6% | +5.7% | -4.1% | +0.3% |
| 6M | +18.7% | +21.4% | -2.6% | +14.1% |
| YTD | +11.1% | +27.6% | -16.5% | +5.0% |
| 1Y | +7.0% | +36.1% | -29.1% | -0.4% |
| 3Y | -10.0% | +69.9% | -79.9% | -21.6% |
| All | -22.9% | +58.3% | -81.2% | -32.8% |
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