+237.4%
A vs CRL
+1,379.5%
-1,142.1%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +1.2% |
| 7D | -1.9% | -1.0% | -0.9% | -1.6% |
| 30D | +6.9% | +10.7% | -3.7% | +2.8% |
| 3M | +9.2% | +55.3% | -46.0% | -8.1% |
| 6M | +25.7% | +60.7% | -35.0% | +3.9% |
| YTD | +11.5% | +44.6% | -33.1% | -4.7% |
| 1Y | +18.4% | +77.7% | -59.4% | -6.8% |
| 3Y | +26.6% | +37.6% | -11.0% | +4.2% |
| 5Y | -12.8% | -35.8% | +23.0% | -7.7% |
| 10Y | +247.2% | +241.7% | +5.4% | +96.6% |
| All | +237.4% | +1,379.5% | -1,142.1% | +28.1% |
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