+45.6%
CDW vs CRL
+80.3%
-34.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.8% | -8.7% | -1.1% |
| 7D | +2.1% | -6.1% | +8.2% | +2.3% |
| 30D | +14.7% | +12.4% | +2.4% | +13.8% |
| 3M | +11.1% | +27.1% | -16.0% | +8.9% |
| 6M | +45.6% | +85.7% | -40.1% | +29.1% |
| All | +45.6% | +80.3% | -34.7% | +29.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling