+272.6%
B vs CRL
+1,327.0%
-1,054.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.3% |
| 7D | -2.4% | -3.5% | +1.2% | -2.0% |
| 30D | +6.3% | -2.1% | +8.5% | +6.6% |
| 3M | +12.1% | +48.0% | -35.8% | +7.8% |
| 6M | -3.1% | +64.7% | -67.8% | -8.1% |
| YTD | +2.0% | +39.5% | -37.5% | -1.9% |
| 1Y | +51.7% | +74.2% | -22.5% | +42.7% |
| 3Y | +190.5% | +39.4% | +151.1% | +174.3% |
| 5Y | +158.0% | -36.9% | +194.9% | +158.7% |
| 10Y | +205.5% | +253.3% | -47.8% | +157.2% |
| All | +272.6% | +1,327.0% | -1,054.4% | +164.8% |
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