+769.3%
AU vs CRL
+1,379.5%
-610.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.7% | -2.1% |
| 7D | -3.6% | -1.0% | -2.6% | -3.5% |
| 30D | +23.9% | +10.7% | +13.2% | +22.5% |
| 3M | +19.1% | +55.3% | -36.2% | +12.9% |
| 6M | -0.2% | +60.7% | -60.8% | -6.0% |
| YTD | +32.5% | +44.6% | -12.2% | +25.9% |
| 1Y | +96.9% | +77.7% | +19.2% | +82.3% |
| 3Y | +614.7% | +37.6% | +577.1% | +565.5% |
| 5Y | +647.7% | -35.8% | +683.5% | +653.8% |
| 10Y | +679.2% | +241.7% | +437.5% | +521.2% |
| All | +769.3% | +1,379.5% | -610.2% | +457.5% |
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 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