+47.3%
CAPR vs CRL
+42.4%
+4.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +2.1% |
| 7D | -2.0% | -1.0% | -1.0% | -1.6% |
| 30D | +139.2% | +10.7% | +128.5% | +126.9% |
| 3M | -66.4% | +55.3% | -121.7% | -73.7% |
| 6M | -63.1% | +60.7% | -123.8% | -72.3% |
| YTD | -67.4% | +44.6% | -112.1% | -74.4% |
| 1Y | +58.2% | +77.7% | -19.5% | +15.9% |
| All | +47.3% | +42.4% | +4.9% | -0.7% |
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