+26.1%
EXPE vs CLX
-25.2%
+51.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.2% |
| 7D | -11.5% | -4.9% | -6.6% | -10.5% |
| 30D | -13.1% | -15.8% | +2.8% | -10.0% |
| 3M | +18.1% | -7.9% | +26.1% | +19.9% |
| 6M | +13.3% | -19.0% | +32.3% | +13.0% |
| YTD | -3.2% | -7.9% | +4.7% | -7.4% |
| 1Y | +26.1% | -25.4% | +51.5% | +22.0% |
| All | +26.1% | -25.2% | +51.3% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling