+1,069.6%
CI vs CRL
+1,657.4%
-587.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -1.3% | +5.0% | -6.3% | -2.7% |
| 30D | +6.4% | +13.5% | -7.1% | +2.3% |
| 3M | +10.7% | +21.5% | -10.8% | +4.2% |
| 6M | +5.5% | +103.4% | -98.0% | -14.1% |
| YTD | +11.4% | +71.8% | -60.4% | -6.5% |
| 1Y | +15.0% | +97.5% | -82.5% | -7.3% |
| 3Y | +9.0% | +99.2% | -90.3% | -18.2% |
| 5Y | +52.0% | -12.1% | +64.1% | +40.2% |
| 10Y | +150.9% | +359.2% | -208.3% | +32.9% |
| All | +1,069.6% | +1,657.4% | -587.8% | +384.0% |
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