+41.2%
CRL vs EXEL
+164.9%
-123.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -1.0% | +8.4% | -9.4% | -2.1% |
| 30D | +10.7% | +4.1% | +6.6% | +9.9% |
| 3M | +55.3% | +12.4% | +42.9% | +52.7% |
| 6M | +60.7% | +41.5% | +19.1% | +53.4% |
| YTD | +44.6% | +34.6% | +10.0% | +38.7% |
| 1Y | +77.7% | +57.9% | +19.9% | +67.5% |
| All | +41.2% | +164.9% | -123.7% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling