+174.8%
EXE vs CRL
-0.8%
+175.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -2.7% | -4.6% | +1.9% | -2.2% |
| 30D | -0.4% | +0.5% | -0.9% | -0.5% |
| 3M | +9.5% | +46.6% | -37.1% | +4.4% |
| 6M | -9.3% | +57.3% | -66.6% | -14.7% |
| YTD | -10.9% | +39.5% | -50.4% | -15.1% |
| 1Y | +4.3% | +76.9% | -72.6% | -3.9% |
| 3Y | +18.8% | +39.4% | -20.5% | +10.0% |
| 5Y | +101.4% | -37.2% | +138.6% | +86.2% |
| All | +174.8% | -0.8% | +175.7% | +142.5% |
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 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