+75.7%
AA vs CRL
+99.4%
-23.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.7% | +1.1% | +4.3% |
| 7D | +4.8% | +4.4% | +0.4% | +3.2% |
| 30D | -0.6% | +17.1% | -17.7% | -6.2% |
| 3M | -16.3% | +32.1% | -48.4% | -24.2% |
| 6M | -33.4% | +98.9% | -132.3% | -48.1% |
| YTD | -20.7% | +77.1% | -97.8% | -36.3% |
| 1Y | +12.9% | +110.3% | -97.3% | -15.2% |
| 3Y | +75.7% | +108.5% | -32.8% | -1.2% |
| All | +75.7% | +99.4% | -23.7% | -1.2% |
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 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