+144.5%
EXE vs CRL
+25.9%
+118.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.7% | -3.1% | +1.1% |
| 7D | -3.9% | +4.4% | -8.3% | -4.4% |
| 30D | -2.6% | +17.1% | -19.6% | -4.3% |
| 3M | -6.9% | +32.1% | -38.9% | -9.9% |
| 6M | -9.3% | +98.9% | -108.2% | -16.7% |
| YTD | -20.7% | +77.1% | -97.9% | -26.5% |
| 1Y | -21.8% | +110.3% | -132.1% | -29.3% |
| 3Y | +16.2% | +108.5% | -92.3% | +2.1% |
| 5Y | +61.1% | -7.9% | +69.0% | +47.2% |
| All | +144.5% | +25.9% | +118.6% | +109.7% |
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