+14.5%
BR vs CRL
+100.7%
-86.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +1.9% | +5.0% | -3.1% | +1.3% |
| 30D | +15.9% | +13.5% | +2.4% | +13.8% |
| 3M | +13.7% | +21.5% | -7.9% | +10.6% |
| 6M | +31.0% | +103.4% | -72.4% | +19.0% |
| YTD | -12.0% | +71.8% | -83.8% | -18.5% |
| 1Y | -11.5% | +97.5% | -109.0% | -19.7% |
| All | +14.5% | +100.7% | -86.2% | +4.3% |
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