+122.3%
EXPE vs CLBK
+56.6%
+65.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -17.8% | +2.2% | -19.9% | -18.4% |
| 30D | -3.2% | +5.0% | -8.2% | -4.9% |
| 3M | -19.0% | +3.3% | -22.2% | -20.0% |
| 6M | +17.7% | +29.6% | -11.9% | +6.5% |
| YTD | -7.8% | +62.1% | -69.9% | -23.7% |
| 1Y | -1.4% | +64.3% | -65.7% | -18.8% |
| All | +122.3% | +56.6% | +65.7% | +81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling