-30.6%
AR vs CRL
+648.7%
-679.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.8% | -8.7% | -2.8% |
| 7D | -14.3% | -6.1% | -8.2% | -13.0% |
| 30D | +1.4% | +12.4% | -11.0% | -1.9% |
| 3M | +3.4% | +27.1% | -23.7% | -3.4% |
| 6M | -2.1% | +85.7% | -87.8% | -18.2% |
| YTD | +4.7% | +69.2% | -64.5% | -11.6% |
| 1Y | +10.6% | +97.5% | -86.9% | -10.8% |
| 3Y | +24.6% | +86.1% | -61.5% | -3.4% |
| 5Y | +71.9% | -10.0% | +81.9% | +61.4% |
| 10Y | +46.4% | +395.0% | -348.6% | -20.1% |
| All | -30.6% | +648.7% | -679.3% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling