+151.5%
EXC vs CRL
+241.6%
-90.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.1% |
| 7D | +1.2% | -0.6% | +1.8% | +1.3% |
| 30D | -2.7% | +5.0% | -7.7% | -3.5% |
| 3M | -1.0% | +50.6% | -51.6% | -7.6% |
| 6M | -9.3% | +60.9% | -70.2% | -16.9% |
| YTD | +3.6% | +40.7% | -37.1% | -3.3% |
| 1Y | +5.9% | +73.3% | -67.4% | -5.4% |
| 3Y | +21.3% | +40.6% | -19.3% | +8.0% |
| 5Y | +46.2% | -37.0% | +83.1% | +60.9% |
| 10Y | +151.5% | +244.3% | -92.8% | +60.8% |
| All | +151.5% | +241.6% | -90.1% | +60.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling