-42.7%
C vs CRL
+1,379.5%
-1,422.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | +0.3% |
| 7D | +3.6% | -1.0% | +4.7% | +4.0% |
| 30D | +0.1% | +10.7% | -10.6% | -3.8% |
| 3M | +2.4% | +55.3% | -52.9% | -13.8% |
| 6M | +24.9% | +60.7% | -35.7% | +2.5% |
| YTD | +19.8% | +44.6% | -24.8% | +1.7% |
| 1Y | +44.9% | +77.7% | -32.9% | +12.6% |
| 3Y | +263.0% | +37.6% | +225.3% | +190.5% |
| 5Y | +129.5% | -35.8% | +165.4% | +136.2% |
| 10Y | +291.6% | +241.7% | +49.9% | +97.2% |
| All | -42.7% | +1,379.5% | -1,422.2% | -80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling