-61.4%
XE vs CRL
+101.5%
-163.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.5% | +3.1% |
| 7D | +25.1% | +8.9% | +16.2% | +22.7% |
| 30D | -11.5% | +14.0% | -25.5% | -11.4% |
| 3M | -44.7% | +19.8% | -64.5% | -44.6% |
| 6M | -64.5% | +102.0% | -166.6% | -60.5% |
| All | -61.4% | +101.5% | -163.0% | -57.1% |
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 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 · 6 months rolling