+8.6%
AR vs CRL
+101.9%
-93.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.5% |
| 7D | +2.1% | +5.0% | -2.9% | +2.1% |
| 30D | +4.5% | +13.5% | -9.0% | +5.0% |
| 3M | +1.0% | +21.5% | -20.5% | +1.6% |
| 6M | +4.4% | +103.4% | -99.0% | +5.1% |
| YTD | +10.9% | +71.8% | -60.9% | +10.7% |
| 1Y | +8.6% | +97.5% | -89.0% | +3.1% |
| All | +8.6% | +101.9% | -93.4% | +3.1% |
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