-40.9%
XE vs CRL
+64.6%
-105.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.9% | -9.0% | -9.9% |
| 7D | -4.6% | -4.6% | 0.0% | -5.1% |
| 30D | -16.4% | +0.5% | -16.9% | -16.3% |
| 3M | -15.5% | +46.6% | -62.1% | -9.4% |
| All | -40.9% | +64.6% | -105.5% | -34.5% |
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 · Available span rolling