+1,039.1%
CI vs CRL
+1,630.9%
-591.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.8% | -10.4% | -4.6% |
| 7D | -1.6% | -6.1% | +4.5% | -0.3% |
| 30D | +5.4% | +12.4% | -7.0% | +1.6% |
| 3M | +7.3% | +27.1% | -19.9% | -0.2% |
| 6M | +5.3% | +85.7% | -80.4% | -12.1% |
| YTD | +8.5% | +69.2% | -60.7% | -8.6% |
| 1Y | +17.1% | +97.5% | -80.4% | -5.6% |
| 3Y | +1.4% | +86.1% | -84.7% | -22.4% |
| 5Y | +50.5% | -10.0% | +60.5% | +37.7% |
| 10Y | +168.5% | +395.0% | -226.4% | +39.3% |
| All | +1,039.1% | +1,630.9% | -591.8% | +373.5% |
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