+12.5%
A vs CRL
-10.4%
+22.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.8% | -6.1% | -1.5% |
| 7D | -0.1% | -6.1% | +6.0% | +2.2% |
| 30D | +3.4% | +12.4% | -9.0% | -2.1% |
| 3M | +23.8% | +27.1% | -3.3% | +11.4% |
| 6M | +49.0% | +85.7% | -36.7% | +14.0% |
| YTD | +29.4% | +69.2% | -39.8% | +1.5% |
| 1Y | +19.4% | +97.5% | -78.1% | -12.2% |
| 3Y | +66.2% | +86.1% | -19.9% | +17.4% |
| All | +12.5% | -10.4% | +22.9% | +8.2% |
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