+226.1%
EXPD vs CLBK
+62.9%
+163.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.1% |
| 7D | -5.5% | +1.8% | -7.3% | -5.9% |
| 30D | -1.9% | +5.1% | -7.0% | -3.2% |
| 3M | +6.1% | +5.2% | +0.9% | +4.5% |
| 6M | +21.6% | +28.6% | -6.9% | +13.0% |
| YTD | +27.9% | +61.4% | -33.5% | +11.4% |
| 1Y | +39.4% | +64.7% | -25.3% | +20.7% |
| 3Y | +72.7% | +55.1% | +17.5% | +48.1% |
| 5Y | +60.3% | +28.4% | +31.9% | +39.4% |
| All | +226.1% | +62.9% | +163.2% | +166.6% |
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