+990.1%
CI vs CRL
+1,379.5%
-389.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.3% | -0.9% |
| 7D | +1.3% | -1.0% | +2.3% | +1.5% |
| 30D | +4.4% | +10.7% | -6.2% | +1.6% |
| 3M | +0.7% | +55.3% | -54.6% | -11.0% |
| 6M | +0.3% | +60.7% | -60.3% | -13.0% |
| YTD | +3.8% | +44.6% | -40.8% | -8.1% |
| 1Y | -5.5% | +77.7% | -83.2% | -21.4% |
| 3Y | +8.1% | +37.6% | -29.5% | -9.5% |
| 5Y | +42.8% | -35.8% | +78.6% | +44.8% |
| 10Y | +143.9% | +241.7% | -97.9% | +41.0% |
| All | +990.1% | +1,379.5% | -389.4% | +376.0% |
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