+217.6%
EXPD vs CLBK
+59.4%
+158.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.5% |
| 7D | -7.2% | +0.6% | -7.8% | -7.3% |
| 30D | -3.3% | +2.9% | -6.1% | -4.1% |
| 3M | +3.4% | +3.0% | +0.4% | +2.4% |
| 6M | +22.7% | +27.3% | -4.6% | +14.3% |
| YTD | +24.5% | +58.0% | -33.5% | +9.1% |
| 1Y | +38.6% | +62.4% | -23.7% | +20.5% |
| 3Y | +71.5% | +46.9% | +24.6% | +49.3% |
| 5Y | +56.2% | +25.3% | +31.0% | +36.8% |
| All | +217.6% | +59.4% | +158.1% | +161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling