+66.8%
AA vs CRL
+97.9%
-31.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.5% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -0.6% | +11.9% | -12.5% | -4.8% |
| 3M | -19.7% | +20.2% | -39.8% | -25.0% |
| 6M | -41.6% | +107.5% | -149.1% | -55.2% |
| YTD | -24.6% | +69.4% | -94.1% | -38.6% |
| 1Y | +4.9% | +99.7% | -94.9% | -19.8% |
| 3Y | +66.8% | +98.8% | -31.9% | -5.6% |
| All | +66.8% | +97.9% | -31.1% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling