+940.6%
CDW vs CRL
+754.3%
+186.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.7% | +0.2% | +3.2% |
| 7D | +9.3% | +4.4% | +4.9% | +7.1% |
| 30D | +15.8% | +17.1% | -1.3% | +8.8% |
| 3M | +21.8% | +32.1% | -10.3% | +9.1% |
| 6M | +58.8% | +98.9% | -40.2% | +21.0% |
| YTD | +22.8% | +77.1% | -54.4% | -3.5% |
| 1Y | +17.9% | +110.3% | -92.3% | -13.2% |
| 3Y | -17.4% | +108.5% | -125.9% | -43.2% |
| 5Y | -5.7% | -7.9% | +2.1% | -13.5% |
| 10Y | +319.5% | +368.9% | -49.4% | +99.9% |
| All | +940.6% | +754.3% | +186.2% | +369.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling