+91.1%
EXPE vs CLX
-35.2%
+126.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.6% | -6.3% | -7.7% |
| 7D | -9.8% | -3.5% | -6.2% | -9.3% |
| 30D | -11.5% | -11.9% | +0.4% | -10.1% |
| 3M | +21.7% | -2.6% | +24.3% | +22.4% |
| 6M | +10.4% | -18.2% | +28.5% | +12.3% |
| YTD | -2.5% | -5.9% | +3.4% | -2.6% |
| 1Y | +27.3% | -23.8% | +51.2% | +30.0% |
| 3Y | +153.5% | -33.6% | +187.1% | +158.2% |
| 5Y | +91.1% | -35.7% | +126.8% | +93.6% |
| All | +91.1% | -35.2% | +126.2% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling