+253.4%
CRL vs EXEL
+378.5%
-125.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | -4.6% | -0.3% | -4.3% | -4.5% |
| 30D | +0.5% | +10.1% | -9.7% | -1.7% |
| 3M | +46.6% | +10.1% | +36.5% | +43.2% |
| 6M | +57.3% | +37.7% | +19.6% | +45.8% |
| YTD | +39.5% | +33.1% | +6.5% | +30.1% |
| 1Y | +76.9% | +52.4% | +24.5% | +59.2% |
| 3Y | +39.4% | +163.8% | -124.5% | +6.8% |
| 5Y | -37.2% | +198.5% | -235.7% | -54.0% |
| 10Y | +253.4% | +386.9% | -133.5% | +116.7% |
| All | +253.4% | +378.5% | -125.1% | +116.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling