+76.6%
CB vs CRL
+38.0%
+38.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.3% | -1.9% |
| 7D | +0.5% | -1.0% | +1.5% | +0.5% |
| 30D | -3.1% | +10.7% | -13.8% | -3.3% |
| 3M | +9.0% | +55.3% | -46.3% | +8.3% |
| 6M | +2.9% | +60.7% | -57.8% | +2.2% |
| YTD | +10.1% | +44.6% | -34.5% | +9.6% |
| 1Y | +22.8% | +77.7% | -55.0% | +21.2% |
| All | +76.6% | +38.0% | +38.6% | +78.5% |
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 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