+730.7%
EXPE vs CRL
+540.3%
+190.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +7.8% | -12.7% | -8.0% |
| 7D | -9.3% | -6.1% | -3.2% | -7.8% |
| 30D | +0.1% | +12.4% | -12.2% | -6.0% |
| 3M | -15.3% | +27.1% | -42.4% | -24.7% |
| 6M | +5.5% | +85.7% | -80.3% | -20.6% |
| YTD | -8.0% | +69.2% | -77.2% | -28.6% |
| 1Y | +18.9% | +97.5% | -78.6% | -13.5% |
| 3Y | +135.5% | +86.1% | +49.4% | +61.8% |
| 5Y | +44.3% | -10.0% | +54.3% | +30.3% |
| 10Y | +117.7% | +395.0% | -277.2% | -11.7% |
| All | +730.7% | +540.3% | +190.3% | +142.7% |
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