+47.7%
CI vs CRL
-10.4%
+58.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.8% | -10.4% | -3.2% |
| 7D | -1.6% | -6.1% | +4.5% | -1.2% |
| 30D | +5.4% | +12.4% | -7.0% | +4.3% |
| 3M | +7.3% | +27.1% | -19.9% | +5.0% |
| 6M | +5.3% | +85.7% | -80.4% | -0.4% |
| YTD | +8.5% | +69.2% | -60.7% | +3.1% |
| 1Y | +17.1% | +97.5% | -80.4% | +9.5% |
| 3Y | +1.4% | +86.1% | -84.7% | -6.1% |
| All | +47.7% | -10.4% | +58.0% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling