+62.8%
EXPD vs CLBK
+42.8%
+20.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.1% | +1.2% | -2.3% | -1.4% |
| 30D | +4.1% | +9.1% | -5.1% | +2.2% |
| 3M | +17.9% | +27.7% | -9.8% | +11.9% |
| 6M | +29.2% | +40.8% | -11.6% | +20.1% |
| YTD | +27.4% | +66.4% | -39.0% | +14.3% |
| 1Y | +56.8% | +72.4% | -15.5% | +39.6% |
| 3Y | +68.0% | +50.7% | +17.4% | +50.6% |
| All | +62.8% | +42.8% | +20.0% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling