+214.7%
CAPR vs CRL
+86.4%
+128.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.8% | -3.2% | +1.1% |
| 7D | +41.1% | -6.1% | +47.2% | +44.1% |
| 30D | +11.1% | +12.4% | -1.3% | +3.1% |
| 3M | +115.3% | +27.1% | +88.2% | +86.1% |
| 6M | -73.8% | +85.7% | -159.5% | -81.9% |
| YTD | -68.8% | +69.2% | -138.0% | -77.9% |
| 1Y | +43.3% | +97.5% | -54.2% | -4.2% |
| 3Y | +214.7% | +86.1% | +128.6% | +80.7% |
| All | +214.7% | +86.4% | +128.3% | +80.7% |
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