+387.2%
BE vs CRL
-10.4%
+397.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.8% | -4.4% | 0.0% |
| 7D | -14.7% | -6.1% | -8.6% | -12.1% |
| 30D | -40.5% | +12.4% | -52.9% | -43.1% |
| 3M | -24.3% | +27.1% | -51.5% | -31.7% |
| 6M | -39.3% | +85.7% | -125.0% | -54.6% |
| YTD | +99.4% | +69.2% | +30.2% | +53.1% |
| 1Y | +26.6% | +97.5% | -70.9% | -10.6% |
| 3Y | +1,616.9% | +86.1% | +1,530.9% | +1,039.6% |
| All | +387.2% | -10.4% | +397.5% | +396.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling