+216.5%
C vs CRL
+100.7%
+115.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | -0.4% | +5.0% | -5.5% | -1.5% |
| 30D | -5.3% | +13.5% | -18.9% | -8.3% |
| 3M | -8.0% | +21.5% | -29.5% | -12.4% |
| 6M | -0.3% | +103.4% | -103.7% | -16.5% |
| YTD | +8.6% | +71.8% | -63.1% | -5.9% |
| 1Y | +25.8% | +97.5% | -71.7% | +5.4% |
| All | +216.5% | +100.7% | +115.8% | +139.3% |
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