+44.6%
AU vs CRL
+85.3%
-40.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -7.3% | +15.3% | +9.5% |
| 7D | +0.8% | -12.8% | +13.5% | +3.8% |
| 30D | -7.0% | +5.0% | -11.9% | -8.7% |
| 3M | +8.5% | +39.4% | -30.8% | 0.0% |
| 6M | -1.3% | +89.4% | -90.6% | -14.6% |
| YTD | +6.8% | +63.6% | -56.8% | -9.1% |
| 1Y | +44.6% | +83.5% | -38.9% | +22.8% |
| All | +44.6% | +85.3% | -40.7% | +22.8% |
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