+3.9%
AA vs CRL
+106.9%
-103.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -4.0% |
| 7D | +1.2% | -1.7% | +3.0% | +1.4% |
| 30D | -5.0% | +14.6% | -19.6% | -7.9% |
| 3M | -22.2% | +24.8% | -47.1% | -26.0% |
| 6M | -36.3% | +94.7% | -131.0% | -44.9% |
| YTD | -24.2% | +73.4% | -97.5% | -32.6% |
| 1Y | +3.9% | +104.7% | -100.8% | -17.8% |
| All | +3.9% | +106.9% | -103.0% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling