+5.9%
EXC vs CRL
+72.1%
-66.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +0.6% |
| 7D | +1.2% | -0.6% | +1.8% | +1.2% |
| 30D | -2.7% | +5.0% | -7.7% | -2.5% |
| 3M | -1.0% | +50.6% | -51.6% | +0.5% |
| 6M | -9.3% | +60.9% | -70.2% | -7.7% |
| YTD | +3.6% | +40.7% | -37.1% | +5.3% |
| 1Y | +5.9% | +73.3% | -67.4% | +7.9% |
| All | +5.9% | +72.1% | -66.2% | +7.9% |
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