+115.9%
EXPE vs CLX
+26.5%
+89.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.1% |
| 7D | -11.2% | +13.6% | -24.8% | -11.6% |
| 30D | -7.5% | +29.1% | -36.5% | -8.2% |
| 3M | -19.1% | +1.6% | -20.7% | -19.5% |
| 6M | +10.7% | +18.7% | -8.0% | +10.3% |
| YTD | -9.9% | +11.1% | -21.0% | -10.6% |
| 1Y | -4.6% | +7.0% | -11.6% | -5.4% |
| 3Y | +116.8% | -10.0% | +126.8% | +115.7% |
| 5Y | +38.6% | -22.6% | +61.2% | +35.5% |
| 10Y | +115.9% | +29.3% | +86.5% | +80.0% |
| All | +115.9% | +26.5% | +89.3% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling