+1,619.0%
BE vs CRL
+41.7%
+1,577.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.0% | +7.8% |
| 7D | +20.0% | -1.0% | +21.0% | +20.3% |
| 30D | +7.9% | +10.7% | -2.7% | +4.8% |
| 3M | -13.2% | +55.3% | -68.5% | -24.1% |
| 6M | +53.5% | +60.7% | -7.2% | +31.3% |
| YTD | +191.0% | +44.6% | +146.4% | +156.3% |
| 1Y | +360.5% | +77.7% | +282.8% | +271.7% |
| All | +1,619.0% | +41.7% | +1,577.3% | +1,330.3% |
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 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