+605.8%
AU vs CRL
+38.7%
+567.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | +0.6% | -4.6% | +5.2% | +1.0% |
| 30D | +12.3% | +0.5% | +11.8% | +12.3% |
| 3M | +29.4% | +46.6% | -17.3% | +26.7% |
| 6M | +3.2% | +57.3% | -54.1% | +0.4% |
| YTD | +31.8% | +39.5% | -7.7% | +28.2% |
| 1Y | +83.4% | +76.9% | +6.5% | +77.8% |
| All | +605.8% | +38.7% | +567.1% | +546.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling