+350.3%
CRL vs EXEL
+320.7%
+29.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | +0.1% | -0.8% | +1.0% | +0.3% |
| 30D | +11.9% | +13.1% | -1.2% | +8.8% |
| 3M | +20.2% | +36.3% | -16.2% | +12.0% |
| 6M | +107.5% | +34.5% | +73.0% | +93.7% |
| YTD | +69.4% | +57.4% | +12.0% | +51.9% |
| 1Y | +99.7% | +62.9% | +36.8% | +77.5% |
| 3Y | +98.8% | +229.5% | -130.7% | +44.0% |
| 5Y | -12.4% | +281.2% | -293.6% | -39.9% |
| All | +350.3% | +320.7% | +29.5% | +182.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling