+162.4%
ALL vs CRL
-12.1%
+174.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | +5.0% | +0.1% | +4.9% | +5.0% |
| 30D | +13.3% | +11.9% | +1.4% | +12.0% |
| 3M | +3.2% | +20.2% | -17.0% | +1.2% |
| 6M | +25.3% | +107.5% | -82.2% | +16.8% |
| YTD | +30.5% | +69.4% | -39.0% | +23.4% |
| 1Y | +29.2% | +99.7% | -70.5% | +19.9% |
| 3Y | +119.1% | +98.8% | +20.3% | +94.4% |
| All | +162.4% | -12.1% | +174.5% | +158.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling