+911.5%
BE vs CRL
+134.6%
+776.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.0% | +8.3% |
| 7D | +20.0% | -1.0% | +21.0% | +20.6% |
| 30D | +7.9% | +10.7% | -2.7% | +1.4% |
| 3M | -13.2% | +55.3% | -68.5% | -34.6% |
| 6M | +53.5% | +60.7% | -7.2% | +10.0% |
| YTD | +191.0% | +44.6% | +146.4% | +119.5% |
| 1Y | +360.5% | +77.7% | +282.8% | +196.3% |
| 3Y | +1,568.0% | +37.6% | +1,530.4% | +1,040.3% |
| 5Y | +1,055.2% | -35.8% | +1,091.0% | +1,360.6% |
| All | +911.5% | +134.6% | +776.9% | +263.1% |
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 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