+153.4%
EXE vs CRL
+20.4%
+133.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +0.9% |
| 7D | +5.3% | +0.1% | +5.2% | +5.3% |
| 30D | -2.2% | +11.9% | -14.1% | -3.5% |
| 3M | -5.9% | +20.2% | -26.0% | -8.0% |
| 6M | -5.7% | +107.5% | -113.2% | -13.9% |
| YTD | -17.8% | +69.4% | -87.3% | -23.5% |
| 1Y | -23.1% | +99.7% | -122.9% | -30.0% |
| 3Y | +21.2% | +98.8% | -77.6% | +7.0% |
| 5Y | +78.8% | -12.4% | +91.2% | +64.0% |
| All | +153.4% | +20.4% | +133.0% | +118.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling