+180.2%
CAH vs CRL
+38.7%
+141.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -2.2% | -4.6% | +2.4% | -2.1% |
| 30D | +1.2% | +0.5% | +0.7% | +1.2% |
| 3M | +13.1% | +46.6% | -33.5% | +11.6% |
| 6M | +8.5% | +57.3% | -48.8% | +6.7% |
| YTD | +17.6% | +39.5% | -21.9% | +16.0% |
| 1Y | +60.7% | +76.9% | -16.2% | +56.2% |
| All | +180.2% | +38.7% | +141.5% | +168.6% |
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