+3.4%
EXC vs CRL
+78.8%
-75.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -2.1% |
| 7D | -0.7% | -1.0% | +0.4% | -0.7% |
| 30D | -4.6% | +10.7% | -15.3% | -4.3% |
| 3M | -2.2% | +55.3% | -57.5% | -0.7% |
| 6M | -10.6% | +60.7% | -71.2% | -9.1% |
| YTD | +1.9% | +44.6% | -42.7% | +3.6% |
| 1Y | +3.4% | +77.7% | -74.3% | +5.2% |
| All | +3.4% | +78.8% | -75.4% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling