+29.1%
ALL vs CRL
+67.6%
-38.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -2.4% |
| 7D | -1.7% | -0.6% | -1.2% | -1.7% |
| 30D | -4.7% | +5.0% | -9.6% | -4.6% |
| 3M | +18.4% | +50.6% | -32.2% | +19.3% |
| 6M | +20.5% | +60.9% | -40.4% | +21.8% |
| YTD | +23.5% | +40.7% | -17.2% | +24.9% |
| All | +29.1% | +67.6% | -38.5% | +28.6% |
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