+303.5%
A vs CRL
+1,712.0%
-1,408.5%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.7% | -1.6% | +1.3% |
| 7D | +4.8% | +4.4% | +0.4% | +2.8% |
| 30D | +5.6% | +17.1% | -11.4% | -1.0% |
| 3M | +23.6% | +32.1% | -8.5% | +10.6% |
| 6M | +56.4% | +98.9% | -42.6% | +19.2% |
| YTD | +33.4% | +77.1% | -43.7% | +5.0% |
| 1Y | +23.7% | +110.3% | -86.6% | -8.9% |
| 3Y | +71.0% | +108.5% | -37.5% | +19.8% |
| 5Y | +16.8% | -7.9% | +24.7% | +7.8% |
| 10Y | +323.8% | +368.9% | -45.1% | +113.1% |
| All | +303.5% | +1,712.0% | -1,408.5% | +41.1% |
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