+855.0%
EXPE vs CLX
+216.5%
+638.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | -9.5% | -9.2% | -0.3% | -7.4% |
| 30D | -6.6% | -11.0% | +4.4% | -4.0% |
| 3M | +31.4% | +5.0% | +26.3% | +30.1% |
| 6M | +35.2% | -18.8% | +54.0% | +41.1% |
| YTD | +5.8% | -4.4% | +10.2% | +5.9% |
| 1Y | +38.7% | -21.9% | +60.5% | +45.3% |
| 3Y | +175.8% | -32.8% | +208.5% | +197.2% |
| 5Y | +111.8% | -34.6% | +146.4% | +123.8% |
| 10Y | +179.7% | -4.7% | +184.4% | +114.1% |
| All | +855.0% | +216.5% | +638.5% | +260.7% |
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