+389.6%
BE vs CRL
+66.2%
+323.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.8% |
| 7D | +23.9% | -4.6% | +28.5% | +24.4% |
| 30D | +27.8% | +0.5% | +27.4% | +27.7% |
| 3M | +3.7% | +46.6% | -42.9% | -0.5% |
| 6M | +78.0% | +57.3% | +20.7% | +67.5% |
| YTD | +209.9% | +39.5% | +170.4% | +197.5% |
| 1Y | +389.6% | +76.9% | +312.7% | +311.4% |
| All | +389.6% | +66.2% | +323.4% | +311.4% |
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