+24.0%
B vs CRL
+111.4%
-87.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.7% | -0.5% | +3.4% |
| 7D | +11.3% | +4.4% | +7.0% | +10.2% |
| 30D | +2.9% | +17.1% | -14.1% | -0.7% |
| 3M | -2.9% | +32.1% | -35.0% | -8.5% |
| 6M | -1.2% | +98.9% | -100.1% | -13.4% |
| YTD | -1.3% | +77.1% | -78.5% | -12.4% |
| All | +24.0% | +111.4% | -87.4% | +10.3% |
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