+38.7%
EXPE vs CLBK
+73.3%
-34.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -9.5% | +1.2% | -10.7% | -9.9% |
| 30D | -6.6% | +9.1% | -15.8% | -9.8% |
| 3M | +31.4% | +27.7% | +3.7% | +18.4% |
| 6M | +35.2% | +40.8% | -5.6% | +15.7% |
| YTD | +5.8% | +66.4% | -60.6% | -17.0% |
| 1Y | +38.7% | +72.4% | -33.7% | +5.1% |
| All | +38.7% | +73.3% | -34.6% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling