-9.7%
CRL vs EXEL
+260.1%
-269.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.3% | +6.6% | +7.6% |
| 7D | -6.1% | +0.3% | -6.3% | -6.1% |
| 30D | +12.4% | +19.0% | -6.7% | +8.6% |
| 3M | +27.1% | +33.3% | -6.2% | +20.2% |
| 6M | +85.7% | +42.9% | +42.9% | +73.2% |
| YTD | +69.2% | +58.7% | +10.5% | +54.3% |
| 1Y | +97.5% | +70.5% | +27.0% | +77.8% |
| 3Y | +86.1% | +233.8% | -147.7% | +40.6% |
| All | -9.7% | +260.1% | -269.8% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling