+153.1%
EXPE vs CRL
+241.6%
-88.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.7% | -5.2% | -6.8% |
| 7D | -9.8% | -0.6% | -9.2% | -9.5% |
| 30D | -11.5% | +5.0% | -16.5% | -13.2% |
| 3M | +21.7% | +50.6% | -28.9% | +2.7% |
| 6M | +10.4% | +60.9% | -50.6% | -10.4% |
| YTD | -2.5% | +40.7% | -43.3% | -16.5% |
| 1Y | +27.3% | +73.3% | -46.0% | -0.5% |
| 3Y | +153.5% | +40.6% | +112.9% | +100.2% |
| 5Y | +91.1% | -37.0% | +128.1% | +108.1% |
| 10Y | +153.1% | +244.3% | -91.2% | +31.0% |
| All | +153.1% | +241.6% | -88.5% | +31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling