+71.4%
CB vs CRL
+102.9%
-31.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.6% |
| 7D | +0.7% | -1.7% | +2.4% | +0.7% |
| 30D | +8.2% | +14.6% | -6.4% | +8.0% |
| 3M | +6.3% | +24.8% | -18.5% | +6.0% |
| 6M | +16.2% | +94.7% | -78.5% | +15.1% |
| YTD | +19.3% | +73.4% | -54.0% | +18.5% |
| 1Y | +29.2% | +104.7% | -75.4% | +27.4% |
| 3Y | +71.4% | +101.1% | -29.6% | +73.7% |
| All | +71.4% | +102.9% | -31.5% | +73.7% |
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