+730.4%
EXPE vs CRL
+570.3%
+160.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -1.9% |
| 7D | -13.3% | +4.4% | -17.7% | -15.4% |
| 30D | -5.5% | +17.1% | -22.6% | -12.8% |
| 3M | -16.5% | +32.1% | -48.6% | -26.9% |
| 6M | +13.1% | +98.9% | -85.8% | -17.3% |
| YTD | -8.0% | +77.1% | -85.1% | -29.9% |
| 1Y | +1.1% | +110.3% | -109.2% | -28.2% |
| 3Y | +131.2% | +108.5% | +22.7% | +51.2% |
| 5Y | +39.8% | -7.9% | +47.6% | +25.1% |
| 10Y | +118.5% | +368.9% | -250.5% | -9.2% |
| All | +730.4% | +570.3% | +160.1% | +138.1% |
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