+27.0%
ALL vs CRL
+78.8%
-51.8%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.3% | -1.4% |
| 7D | 0.0% | -1.0% | +1.1% | 0.0% |
| 30D | -1.5% | +10.7% | -12.1% | -1.4% |
| 3M | +23.6% | +55.3% | -31.7% | +24.7% |
| 6M | +22.3% | +60.7% | -38.3% | +23.6% |
| YTD | +26.5% | +44.6% | -18.1% | +28.0% |
| 1Y | +27.0% | +77.7% | -50.7% | +26.7% |
| All | +27.0% | +78.8% | -51.8% | +26.7% |
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