+57.4%
BEN vs CRL
+42.4%
+15.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +3.9% |
| 7D | +0.2% | -1.0% | +1.3% | +0.5% |
| 30D | -0.5% | +10.7% | -11.2% | -3.1% |
| 3M | +9.7% | +55.3% | -45.6% | -2.7% |
| 6M | +33.9% | +60.7% | -26.8% | +16.7% |
| YTD | +49.0% | +44.6% | +4.4% | +33.3% |
| 1Y | +42.1% | +77.7% | -35.6% | +19.2% |
| All | +57.4% | +42.4% | +15.0% | +28.8% |
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 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