+20.7%
EXE vs CRL
+37.9%
-17.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.5% |
| 7D | -1.8% | -0.6% | -1.2% | -1.8% |
| 30D | +6.4% | +5.0% | +1.4% | +5.9% |
| 3M | +9.2% | +50.6% | -41.3% | +5.0% |
| 6M | -7.0% | +60.9% | -67.9% | -11.5% |
| YTD | -9.5% | +40.7% | -50.2% | -12.8% |
| 1Y | +6.2% | +73.3% | -67.1% | -0.3% |
| 3Y | +20.7% | +40.6% | -19.8% | +10.8% |
| All | +20.7% | +37.9% | -17.2% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling