+359.2%
CRL vs EXEL
+354.7%
+4.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +5.0% | -2.8% | +7.8% | +5.8% |
| 30D | +13.5% | +18.2% | -4.7% | +9.3% |
| 3M | +21.5% | +37.7% | -16.2% | +13.0% |
| 6M | +103.4% | +42.2% | +61.2% | +87.4% |
| YTD | +71.8% | +61.3% | +10.5% | +53.1% |
| 1Y | +97.5% | +64.5% | +33.0% | +75.1% |
| 3Y | +99.2% | +236.7% | -137.4% | +43.7% |
| 5Y | -12.1% | +296.3% | -308.4% | -40.3% |
| 10Y | +359.2% | +331.1% | +28.1% | +184.6% |
| All | +359.2% | +354.7% | +4.5% | +184.6% |
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