+6.1%
AS vs CRL
+101.2%
-95.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.8% | -7.3% | -0.3% |
| 7D | +6.9% | -6.1% | +13.0% | +7.5% |
| 30D | +16.0% | +12.4% | +3.6% | +13.5% |
| 3M | -12.8% | +27.1% | -40.0% | -16.7% |
| 6M | -15.4% | +85.7% | -101.1% | -25.4% |
| YTD | -15.7% | +69.2% | -84.9% | -24.6% |
| 1Y | +6.1% | +97.5% | -91.5% | -5.4% |
| All | +6.1% | +101.2% | -95.2% | -5.4% |
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 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