+32.2%
CB vs CRL
+85.3%
-53.2%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.3% | +9.4% | +1.7% |
| 7D | +5.3% | -12.8% | +18.0% | +4.5% |
| 30D | +13.2% | +5.0% | +8.2% | +13.5% |
| 3M | +7.8% | +39.4% | -31.6% | +9.2% |
| 6M | +15.8% | +89.4% | -73.6% | +20.0% |
| YTD | +21.0% | +63.6% | -42.6% | +24.4% |
| 1Y | +32.2% | +83.5% | -51.3% | +35.1% |
| All | +32.2% | +85.3% | -53.2% | +35.1% |
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