+200.4%
B vs CRL
+38.0%
+162.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.6% | -2.0% |
| 7D | -1.6% | -1.0% | -0.6% | -1.5% |
| 30D | +9.4% | +10.7% | -1.2% | +8.3% |
| 3M | +5.0% | +55.3% | -50.3% | +0.3% |
| 6M | -3.5% | +60.7% | -64.2% | -8.6% |
| YTD | +4.5% | +44.6% | -40.2% | -0.1% |
| 1Y | +67.8% | +77.7% | -10.0% | +57.4% |
| All | +200.4% | +38.0% | +162.4% | +189.2% |
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