+855.0%
EXPE vs CRL
+447.3%
+407.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.0% |
| 7D | -9.5% | -1.0% | -8.5% | -9.1% |
| 30D | -6.6% | +10.7% | -17.3% | -10.6% |
| 3M | +31.4% | +55.3% | -23.9% | +8.9% |
| 6M | +35.2% | +60.7% | -25.5% | +9.1% |
| YTD | +5.8% | +44.6% | -38.8% | -10.8% |
| 1Y | +38.7% | +77.7% | -39.1% | +6.4% |
| 3Y | +175.8% | +37.6% | +138.1% | +118.4% |
| 5Y | +111.8% | -35.8% | +147.7% | +123.5% |
| 10Y | +179.7% | +241.7% | -62.0% | +34.3% |
| All | +855.0% | +447.3% | +407.7% | +203.0% |
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 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