+147.2%
AR vs CRL
-35.5%
+182.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.4% |
| 7D | +2.5% | -1.0% | +3.5% | +2.7% |
| 30D | +14.8% | +10.7% | +4.1% | +12.4% |
| 3M | +6.2% | +55.3% | -49.1% | -3.8% |
| 6M | +4.3% | +60.7% | -56.4% | -7.1% |
| YTD | +14.4% | +44.6% | -30.3% | +3.8% |
| 1Y | +21.3% | +77.7% | -56.4% | +4.1% |
| 3Y | +39.8% | +37.6% | +2.2% | +22.0% |
| All | +147.2% | -35.5% | +182.8% | +123.4% |
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 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