+3.2%
EXC vs CRL
+101.9%
-98.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.1% |
| 7D | -1.4% | +5.0% | -6.4% | -1.0% |
| 30D | +8.3% | +13.5% | -5.2% | +8.9% |
| 3M | +2.6% | +21.5% | -18.9% | +3.5% |
| 6M | +5.2% | +103.4% | -98.2% | +8.8% |
| YTD | +7.5% | +71.8% | -64.3% | +10.7% |
| 1Y | +3.2% | +97.5% | -94.4% | +7.6% |
| All | +3.2% | +101.9% | -98.8% | +7.6% |
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