+19.2%
AR vs CRL
+73.3%
-54.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.2% |
| 7D | -1.3% | -6.9% | +5.6% | -1.2% |
| 30D | +3.5% | -3.2% | +6.7% | +3.6% |
| 3M | +9.9% | +46.5% | -36.6% | +8.4% |
| 6M | +4.5% | +63.1% | -58.6% | +2.4% |
| YTD | +13.7% | +36.9% | -23.2% | +12.8% |
| 1Y | +19.2% | +78.1% | -58.9% | +14.4% |
| All | +19.2% | +73.3% | -54.0% | +14.4% |
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 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