+34.0%
CDE vs CRL
+80.5%
-46.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.6% |
| 7D | -3.1% | -3.5% | +0.4% | -2.0% |
| 30D | +9.5% | -2.1% | +11.6% | +10.5% |
| 3M | +25.5% | +48.0% | -22.5% | +13.3% |
| 6M | -7.9% | +64.7% | -72.6% | -20.1% |
| YTD | +15.6% | +39.5% | -23.9% | +1.9% |
| 1Y | +34.0% | +74.2% | -40.1% | +16.3% |
| All | +34.0% | +80.5% | -46.5% | +16.3% |
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