-65.6%
XE vs CRL
+93.0%
-158.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -7.3% | -1.2% | -7.5% |
| 7D | -12.9% | -12.8% | -0.2% | -11.8% |
| 30D | -30.3% | +5.0% | -35.3% | -29.5% |
| 3M | -45.9% | +39.4% | -85.2% | -44.0% |
| 6M | -66.2% | +89.4% | -155.6% | -61.9% |
| All | -65.6% | +93.0% | -158.5% | -61.3% |
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 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