+142.4%
EXPE vs CLBK
+60.9%
+81.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.9% |
| 7D | -0.5% | +0.9% | -1.4% | -0.9% |
| 30D | -6.1% | +3.4% | -9.5% | -7.5% |
| 3M | -21.3% | -4.3% | -17.0% | -19.6% |
| 6M | +19.0% | +28.4% | -9.4% | +4.7% |
| YTD | -8.4% | +59.4% | -67.8% | -28.0% |
| 1Y | -2.8% | +64.8% | -67.6% | -24.9% |
| 3Y | +120.8% | +50.6% | +70.2% | +70.3% |
| 5Y | +46.2% | +28.3% | +17.9% | +13.4% |
| All | +142.4% | +60.9% | +81.5% | +51.6% |
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