+166.1%
B vs CRL
+86.4%
+79.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.8% | -7.3% | -0.2% |
| 7D | +9.6% | -6.1% | +15.7% | +10.1% |
| 30D | +3.5% | +12.4% | -8.9% | +1.9% |
| 3M | -1.6% | +27.1% | -28.7% | -4.4% |
| 6M | -1.7% | +85.7% | -87.4% | -8.1% |
| YTD | -5.3% | +69.2% | -74.5% | -11.2% |
| 1Y | +27.2% | +97.5% | -70.3% | +17.9% |
| 3Y | +166.1% | +86.1% | +80.0% | +137.1% |
| All | +166.1% | +86.4% | +79.7% | +137.1% |
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