+113.6%
C vs CRL
-12.1%
+125.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +4.2% | +0.1% | +4.0% | +4.1% |
| 30D | +2.0% | +11.9% | -9.9% | -1.3% |
| 3M | -10.1% | +20.2% | -30.3% | -14.8% |
| 6M | +1.0% | +107.5% | -106.5% | -17.7% |
| YTD | +8.5% | +69.4% | -61.0% | -7.5% |
| 1Y | +25.7% | +99.7% | -74.0% | +2.7% |
| 3Y | +216.0% | +98.8% | +117.2% | +145.2% |
| All | +113.6% | -12.1% | +125.7% | +82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling