-2.6%
EXPE vs CRL
+111.4%
-114.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -1.3% |
| 7D | -13.3% | +4.4% | -17.7% | -14.7% |
| 30D | -5.5% | +17.1% | -22.6% | -11.9% |
| 3M | -16.5% | +32.1% | -48.6% | -26.1% |
| 6M | +13.1% | +98.9% | -85.8% | -16.8% |
| YTD | -8.0% | +77.1% | -85.1% | -26.1% |
| All | -2.6% | +111.4% | -114.0% | -29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling