+83.5%
CRL vs EXEL
+92.4%
-8.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.6% | -7.9% | -7.4% |
| 7D | -12.8% | +9.8% | -22.5% | -14.8% |
| 30D | +5.0% | +23.6% | -18.6% | -0.6% |
| 3M | +39.4% | +29.9% | +9.5% | +30.2% |
| 6M | +89.4% | +64.7% | +24.6% | +67.6% |
| YTD | +63.6% | +66.0% | -2.4% | +43.0% |
| 1Y | +83.5% | +92.0% | -8.5% | +62.0% |
| All | +83.5% | +92.4% | -8.9% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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