+150.1%
EXE vs CRL
+23.2%
+126.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.1% | +4.4% | +2.5% |
| 7D | -2.2% | -1.7% | -0.5% | -2.1% |
| 30D | -0.3% | +14.6% | -14.9% | -1.9% |
| 3M | -9.3% | +24.8% | -34.2% | -11.7% |
| 6M | -7.2% | +94.7% | -101.9% | -14.6% |
| YTD | -18.9% | +73.4% | -92.3% | -24.7% |
| 1Y | -21.7% | +104.7% | -126.3% | -28.9% |
| 3Y | +21.0% | +101.1% | -80.1% | +6.7% |
| 5Y | +76.0% | -10.8% | +86.8% | +61.0% |
| All | +150.1% | +23.2% | +126.9% | +115.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling