+39.5%
EXPE vs CRL
-10.4%
+49.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +7.8% | -12.7% | -7.3% |
| 7D | -9.3% | -6.1% | -3.2% | -8.1% |
| 30D | +0.1% | +12.4% | -12.2% | -5.0% |
| 3M | -15.3% | +27.1% | -42.4% | -23.3% |
| 6M | +5.5% | +85.7% | -80.3% | -16.9% |
| YTD | -8.0% | +69.2% | -77.2% | -25.5% |
| 1Y | +18.9% | +97.5% | -78.6% | -8.8% |
| 3Y | +135.5% | +86.1% | +49.4% | +70.9% |
| All | +39.5% | -10.4% | +49.8% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling