+120.4%
AS vs CRL
+33.4%
+86.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.2% | +4.0% |
| 7D | -4.9% | -1.0% | -3.9% | -4.7% |
| 30D | -19.6% | +10.7% | -30.3% | -21.8% |
| 3M | -14.4% | +55.3% | -69.7% | -24.4% |
| 6M | -20.1% | +60.7% | -80.8% | -30.7% |
| YTD | -20.9% | +44.6% | -65.6% | -29.6% |
| 1Y | -21.9% | +77.7% | -99.6% | -34.9% |
| All | +120.4% | +33.4% | +86.9% | +76.0% |
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