+91.1%
EXPE vs CLBK
+43.5%
+47.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.6% | -7.3% | -7.7% |
| 7D | -9.8% | +1.1% | -10.9% | -10.1% |
| 30D | -11.5% | +7.8% | -19.3% | -13.7% |
| 3M | +21.7% | +23.9% | -2.2% | +13.0% |
| 6M | +10.4% | +42.3% | -31.9% | -2.5% |
| YTD | -2.5% | +65.4% | -67.9% | -18.4% |
| 1Y | +27.3% | +70.3% | -43.0% | +5.4% |
| 3Y | +153.5% | +54.5% | +99.1% | +111.4% |
| 5Y | +91.1% | +43.1% | +48.0% | +52.9% |
| All | +91.1% | +43.5% | +47.6% | +52.9% |
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