+4.3%
EXE vs CRL
+66.2%
-61.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.6% |
| 7D | -2.7% | -4.6% | +1.9% | -2.6% |
| 30D | -0.4% | +0.5% | -0.9% | -0.4% |
| 3M | +9.5% | +46.6% | -37.1% | +8.0% |
| 6M | -9.3% | +57.3% | -66.6% | -10.9% |
| YTD | -10.9% | +39.5% | -50.4% | -12.3% |
| 1Y | +4.3% | +76.9% | -72.6% | +1.9% |
| All | +4.3% | +66.2% | -61.9% | +1.9% |
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 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