+180.0%
EXPE vs CLBK
+67.9%
+112.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -9.5% | +1.2% | -10.7% | -10.1% |
| 30D | -6.6% | +9.1% | -15.8% | -10.6% |
| 3M | +31.4% | +27.7% | +3.7% | +16.1% |
| 6M | +35.2% | +40.8% | -5.6% | +13.3% |
| YTD | +5.8% | +66.4% | -60.6% | -18.6% |
| 1Y | +38.7% | +72.4% | -33.7% | +4.5% |
| 3Y | +175.8% | +50.7% | +125.1% | +113.1% |
| 5Y | +111.8% | +42.9% | +68.9% | +52.5% |
| All | +180.0% | +67.9% | +112.1% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling