+1,336.5%
CAH vs CRL
+1,633.2%
-296.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +3.5% | +0.1% | +3.3% | +3.4% |
| 30D | +13.5% | +11.9% | +1.6% | +10.2% |
| 3M | +21.8% | +20.2% | +1.7% | +16.4% |
| 6M | +51.5% | +107.5% | -56.0% | +28.1% |
| YTD | +38.1% | +69.4% | -31.3% | +20.3% |
| 1Y | +37.7% | +99.7% | -62.0% | +15.5% |
| 3Y | +179.6% | +98.8% | +80.8% | +121.3% |
| 5Y | +504.9% | -12.4% | +517.4% | +467.3% |
| 10Y | +418.6% | +352.9% | +65.7% | +205.4% |
| All | +1,336.5% | +1,633.2% | -296.7% | +527.2% |
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