-18.9%
EXE vs CRL
+85.3%
-104.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.3% | +4.4% | -2.8% |
| 7D | -4.7% | -12.8% | +8.1% | -4.6% |
| 30D | +1.0% | +5.0% | -4.0% | +1.1% |
| 3M | -5.6% | +39.4% | -45.0% | -5.7% |
| 6M | -12.3% | +89.4% | -101.7% | -13.6% |
| YTD | -19.5% | +63.6% | -83.1% | -21.0% |
| 1Y | -18.9% | +83.5% | -102.3% | -22.5% |
| All | -18.9% | +85.3% | -104.2% | -22.5% |
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