-92.1%
AAOX vs CRL
+110.4%
-202.6%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | -7.3% | -7.7% | -12.2% |
| 7D | -50.3% | -12.8% | -37.5% | -47.5% |
| 30D | -79.8% | +5.0% | -84.8% | -79.0% |
| 3M | -85.9% | +39.4% | -125.3% | -84.7% |
| 6M | -95.7% | +89.4% | -185.0% | -94.8% |
| All | -92.1% | +110.4% | -202.6% | -89.8% |
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