-50.2%
C vs CRL
+1,630.9%
-1,681.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.8% | -7.3% | -2.3% |
| 7D | -2.4% | -6.1% | +3.7% | -0.6% |
| 30D | -6.0% | +12.4% | -18.4% | -10.5% |
| 3M | -10.5% | +27.1% | -37.7% | -19.0% |
| 6M | -5.7% | +85.7% | -91.4% | -26.8% |
| YTD | +4.1% | +69.2% | -65.1% | -17.3% |
| 1Y | +20.5% | +97.5% | -77.0% | -9.8% |
| 3Y | +208.1% | +86.1% | +122.0% | +118.4% |
| 5Y | +110.4% | -10.0% | +120.5% | +89.4% |
| 10Y | +234.6% | +395.0% | -160.4% | +45.7% |
| All | -50.2% | +1,630.9% | -1,681.0% | -84.4% |
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