+127.7%
EXPE vs CRL
+350.3%
-222.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -0.9% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -6.1% | +11.9% | -18.0% | -11.6% |
| 3M | -21.3% | +20.2% | -41.5% | -28.3% |
| 6M | +19.0% | +107.5% | -88.5% | -14.0% |
| YTD | -8.4% | +69.4% | -77.8% | -28.6% |
| 1Y | -2.8% | +99.7% | -102.5% | -29.1% |
| 3Y | +120.8% | +98.8% | +22.0% | +47.5% |
| 5Y | +46.2% | -12.4% | +58.6% | +36.6% |
| All | +127.7% | +350.3% | -222.6% | +3.5% |
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