-21.9%
AS vs CRL
+78.8%
-100.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.2% | +3.8% |
| 7D | -4.9% | -1.0% | -3.9% | -4.8% |
| 30D | -19.6% | +10.7% | -30.3% | -21.1% |
| 3M | -14.4% | +55.3% | -69.7% | -21.6% |
| 6M | -20.1% | +60.7% | -80.8% | -28.1% |
| YTD | -20.9% | +44.6% | -65.6% | -27.5% |
| 1Y | -21.9% | +77.7% | -99.6% | -30.9% |
| All | -21.9% | +78.8% | -100.7% | -30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling