+163.9%
EXPE vs CLBK
+65.5%
+98.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -5.8% | -1.5% | -4.3% | -5.1% |
| 30D | -13.6% | -1.0% | -12.6% | -13.2% |
| 3M | +25.2% | +22.9% | +2.3% | +12.7% |
| 6M | +22.3% | +44.2% | -21.9% | +1.4% |
| YTD | -0.3% | +64.0% | -64.3% | -22.8% |
| 1Y | +27.8% | +65.7% | -37.9% | -1.7% |
| 3Y | +162.4% | +54.1% | +108.4% | +100.2% |
| 5Y | +95.8% | +44.7% | +51.1% | +39.0% |
| All | +163.9% | +65.5% | +98.4% | +62.8% |
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