-18.9%
AA vs CRL
+1,712.0%
-1,730.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.7% | +1.1% | +4.0% |
| 7D | +4.8% | +4.4% | +0.4% | +2.8% |
| 30D | -0.6% | +17.1% | -17.7% | -7.3% |
| 3M | -16.3% | +32.1% | -48.4% | -25.6% |
| 6M | -33.4% | +98.9% | -132.3% | -50.3% |
| YTD | -20.7% | +77.1% | -97.8% | -39.1% |
| 1Y | +12.9% | +110.3% | -97.3% | -19.0% |
| 3Y | +75.7% | +108.5% | -32.8% | +19.5% |
| 5Y | -6.8% | -7.9% | +1.1% | -15.3% |
| 10Y | +53.6% | +368.9% | -315.3% | -26.5% |
| All | -18.9% | +1,712.0% | -1,730.9% | -73.8% |
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 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