+1,901.6%
ALL vs CRL
+1,630.9%
+270.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.8% | -12.3% | -6.2% |
| 7D | -1.9% | -6.1% | +4.1% | -1.0% |
| 30D | +13.8% | +12.4% | +1.4% | +10.1% |
| 3M | -7.0% | +27.1% | -34.1% | -12.7% |
| 6M | +18.0% | +85.7% | -67.7% | +0.8% |
| YTD | +24.2% | +69.2% | -45.0% | +7.0% |
| 1Y | +31.2% | +97.5% | -66.3% | +8.7% |
| 3Y | +107.5% | +86.1% | +21.4% | +64.0% |
| 5Y | +144.8% | -10.0% | +154.9% | +126.7% |
| 10Y | +375.8% | +395.0% | -19.2% | +165.8% |
| All | +1,901.6% | +1,630.9% | +270.7% | +798.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling