+713.2%
EXPE vs CLX
+267.8%
+445.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.3% |
| 7D | -11.2% | +13.6% | -24.8% | -13.9% |
| 30D | -7.5% | +29.1% | -36.5% | -13.0% |
| 3M | -19.1% | +1.6% | -20.7% | -19.5% |
| 6M | +10.7% | +18.7% | -8.0% | +6.2% |
| YTD | -9.9% | +11.1% | -21.0% | -13.1% |
| 1Y | -4.6% | +7.0% | -11.6% | -7.2% |
| 3Y | +116.8% | -10.0% | +126.8% | +118.4% |
| 5Y | +38.6% | -22.6% | +61.2% | +40.5% |
| 10Y | +115.9% | +29.3% | +86.5% | +45.1% |
| All | +713.2% | +267.8% | +445.3% | +195.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling