-97.9%
CAPR vs CRL
+527.9%
-625.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.9% |
| 7D | -2.0% | -1.0% | -1.0% | -1.7% |
| 30D | +139.2% | +10.7% | +128.5% | +130.4% |
| 3M | -66.4% | +55.3% | -121.7% | -71.6% |
| 6M | -63.1% | +60.7% | -123.8% | -69.7% |
| YTD | -67.4% | +44.6% | -112.1% | -72.4% |
| 1Y | +58.2% | +77.7% | -19.5% | +26.5% |
| 3Y | +42.2% | +37.6% | +4.6% | +16.0% |
| 5Y | +87.3% | -35.8% | +123.1% | +86.6% |
| 10Y | -75.3% | +241.7% | -317.0% | -84.2% |
| All | -97.9% | +527.9% | -625.8% | -99.8% |
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