+256.5%
CRL vs EXEL
+373.1%
-116.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.2% |
| 7D | -0.6% | +1.4% | -1.9% | -0.8% |
| 30D | +5.0% | +6.7% | -1.7% | +3.4% |
| 3M | +50.6% | +11.5% | +39.1% | +46.7% |
| 6M | +60.9% | +38.8% | +22.1% | +49.0% |
| YTD | +40.7% | +31.6% | +9.2% | +31.6% |
| 1Y | +73.3% | +53.0% | +20.3% | +55.8% |
| 3Y | +40.6% | +160.8% | -120.3% | +8.0% |
| 5Y | -37.0% | +190.1% | -227.1% | -53.5% |
| All | +256.5% | +373.1% | -116.6% | +119.1% |
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