+27.7%
EXC vs CRL
+86.4%
-58.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.8% | -9.8% | -1.8% |
| 7D | -1.2% | -6.1% | +4.9% | -1.2% |
| 30D | +10.0% | +12.4% | -2.4% | +10.1% |
| 3M | +1.6% | +27.1% | -25.5% | +1.9% |
| 6M | +3.3% | +85.7% | -82.5% | +4.0% |
| YTD | +7.6% | +69.2% | -61.6% | +8.4% |
| 1Y | +3.5% | +97.5% | -94.1% | +4.3% |
| 3Y | +27.7% | +86.1% | -58.4% | +22.7% |
| All | +27.7% | +86.4% | -58.8% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling