+47.2%
AR vs CRL
+97.9%
-50.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +7.4% | +0.1% | +7.2% | +7.3% |
| 30D | +5.8% | +11.9% | -6.2% | +3.7% |
| 3M | +5.2% | +20.2% | -14.9% | +1.8% |
| 6M | +5.4% | +107.5% | -102.1% | -8.0% |
| YTD | +12.4% | +69.4% | -57.0% | +1.1% |
| 1Y | +12.8% | +99.7% | -86.9% | -2.5% |
| 3Y | +47.2% | +98.8% | -51.6% | +7.0% |
| All | +47.2% | +97.9% | -50.7% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling