+27.2%
CB vs CRL
+111.4%
-84.2%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -0.1% |
| 7D | -1.5% | +4.4% | -5.9% | -1.2% |
| 30D | +6.5% | +17.1% | -10.6% | +7.5% |
| 3M | +4.1% | +32.1% | -28.0% | +5.6% |
| 6M | +14.4% | +98.9% | -84.5% | +19.2% |
| YTD | +17.5% | +77.1% | -59.6% | +21.5% |
| All | +27.2% | +111.4% | -84.2% | +30.5% |
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