-24.2%
AR vs CRL
+540.0%
-564.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.3% |
| 7D | +2.5% | -1.0% | +3.5% | +2.7% |
| 30D | +14.8% | +10.7% | +4.1% | +11.8% |
| 3M | +6.2% | +55.3% | -49.1% | -6.2% |
| 6M | +4.3% | +60.7% | -56.4% | -9.9% |
| YTD | +14.4% | +44.6% | -30.3% | +1.1% |
| 1Y | +21.3% | +77.7% | -56.4% | +0.5% |
| 3Y | +39.8% | +37.6% | +2.2% | +18.5% |
| 5Y | +142.1% | -35.8% | +177.9% | +150.3% |
| 10Y | +52.0% | +241.7% | -189.7% | -9.8% |
| All | -24.2% | +540.0% | -564.2% | -57.3% |
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