+47.2%
CAPR vs CRL
+85.3%
-38.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -7.3% | +15.5% | +15.2% |
| 7D | +43.2% | -12.8% | +55.9% | +61.1% |
| 30D | +14.7% | +5.0% | +9.7% | +2.6% |
| 3M | +113.9% | +39.4% | +74.5% | +24.9% |
| 6M | -73.4% | +89.4% | -162.7% | -91.7% |
| YTD | -69.1% | +63.6% | -132.7% | -94.6% |
| 1Y | +47.2% | +83.5% | -36.3% | -98.6% |
| All | +47.2% | +85.3% | -38.2% | -98.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling