+103.6%
EXE vs CRL
-37.4%
+141.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.6% |
| 7D | -1.8% | -0.6% | -1.2% | -1.7% |
| 30D | +6.4% | +5.0% | +1.4% | +5.8% |
| 3M | +9.2% | +50.6% | -41.3% | +3.8% |
| 6M | -7.0% | +60.9% | -67.9% | -12.7% |
| YTD | -9.5% | +40.7% | -50.2% | -13.8% |
| 1Y | +6.2% | +73.3% | -67.1% | -1.9% |
| 3Y | +20.7% | +40.6% | -19.8% | +11.6% |
| 5Y | +103.6% | -37.0% | +140.6% | +71.9% |
| All | +103.6% | -37.4% | +141.0% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling