+781.5%
CDE vs CRL
+36.0%
+745.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.6% |
| 7D | -6.1% | -6.9% | +0.9% | -3.9% |
| 30D | +9.5% | -3.2% | +12.7% | +10.8% |
| 3M | +32.0% | +46.5% | -14.6% | +18.1% |
| 6M | -12.8% | +63.1% | -75.9% | -25.0% |
| YTD | +14.2% | +36.9% | -22.7% | +2.9% |
| 1Y | +36.3% | +78.1% | -41.8% | +13.0% |
| All | +781.5% | +36.0% | +745.5% | +684.5% |
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