+688.1%
EXC vs CRL
+1,630.9%
-942.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.8% | -9.8% | -3.1% |
| 7D | -1.2% | -6.1% | +4.9% | -0.5% |
| 30D | +10.0% | +12.4% | -2.4% | +7.7% |
| 3M | +1.6% | +27.1% | -25.5% | -2.5% |
| 6M | +3.3% | +85.7% | -82.5% | -6.9% |
| YTD | +7.6% | +69.2% | -61.6% | -2.5% |
| 1Y | +3.5% | +97.5% | -94.1% | -8.6% |
| 3Y | +27.7% | +86.1% | -58.4% | +9.3% |
| 5Y | +41.1% | -10.0% | +51.2% | +34.7% |
| 10Y | +178.2% | +395.0% | -216.8% | +93.9% |
| All | +688.1% | +1,630.9% | -942.8% | +366.9% |
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 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