+26.1%
EXPE vs CLBK
+67.6%
-41.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.2% |
| 7D | -11.5% | -1.5% | -10.1% | -11.0% |
| 30D | -13.1% | +6.7% | -19.7% | -15.3% |
| 3M | +18.1% | +21.2% | -3.0% | +8.8% |
| 6M | +13.3% | +42.0% | -28.7% | -3.5% |
| YTD | -3.2% | +63.3% | -66.5% | -23.5% |
| 1Y | +26.1% | +65.4% | -39.2% | -3.7% |
| All | +26.1% | +67.6% | -41.4% | -3.7% |
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