+26.9%
ALL vs CRL
+111.4%
-84.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -0.2% |
| 7D | -3.9% | +4.4% | -8.2% | -3.5% |
| 30D | +10.6% | +17.1% | -6.5% | +11.2% |
| 3M | -4.6% | +32.1% | -36.6% | -3.8% |
| 6M | +20.2% | +98.9% | -78.7% | +23.2% |
| YTD | +23.7% | +77.1% | -53.4% | +25.9% |
| All | +26.9% | +111.4% | -84.5% | +26.0% |
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