+653.9%
EXC vs CRL
+1,379.5%
-725.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.8% |
| 7D | +0.3% | -1.0% | +1.3% | +0.4% |
| 30D | -3.7% | +10.7% | -14.4% | -5.2% |
| 3M | -1.3% | +55.3% | -56.6% | -8.0% |
| 6M | -9.7% | +60.7% | -70.4% | -16.8% |
| YTD | +2.9% | +44.6% | -41.7% | -4.0% |
| 1Y | +4.4% | +77.7% | -73.4% | -6.2% |
| 3Y | +22.2% | +37.6% | -15.4% | +10.3% |
| 5Y | +46.7% | -35.8% | +82.5% | +48.6% |
| 10Y | +155.3% | +241.7% | -86.4% | +88.6% |
| All | +653.9% | +1,379.5% | -725.6% | +359.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling