+74.2%
AR vs CRL
-10.4%
+84.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.8% | -8.7% | -2.4% |
| 7D | -14.3% | -6.1% | -8.2% | -13.2% |
| 30D | +1.4% | +12.4% | -11.0% | -1.3% |
| 3M | +3.4% | +27.1% | -23.7% | -2.2% |
| 6M | -2.1% | +85.7% | -87.8% | -15.7% |
| YTD | +4.7% | +69.2% | -64.5% | -8.9% |
| 1Y | +10.6% | +97.5% | -86.9% | -7.7% |
| 3Y | +24.6% | +86.1% | -61.5% | -0.2% |
| All | +74.2% | -10.4% | +84.6% | +75.7% |
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