-13.1%
BR vs CRL
+85.3%
-98.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -7.3% | +10.3% | +3.4% |
| 7D | +7.0% | -12.8% | +19.7% | +7.8% |
| 30D | +19.0% | +5.0% | +14.0% | +18.0% |
| 3M | +13.1% | +39.4% | -26.3% | +9.1% |
| 6M | +24.6% | +89.4% | -64.7% | +16.0% |
| YTD | -13.6% | +63.6% | -77.2% | -17.3% |
| 1Y | -13.1% | +83.5% | -96.6% | -18.0% |
| All | -13.1% | +85.3% | -98.5% | -18.0% |
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