+38.4%
CL vs CRL
+102.5%
-64.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.1% |
| 7D | +2.6% | -1.7% | +4.3% | +2.6% |
| 30D | +11.8% | +14.6% | -2.8% | +11.8% |
| 3M | +5.9% | +24.8% | -18.9% | +6.0% |
| 6M | +13.3% | +94.7% | -81.4% | +13.5% |
| YTD | +27.1% | +73.4% | -46.2% | +27.2% |
| 1Y | +28.0% | +104.7% | -76.6% | +28.1% |
| All | +38.4% | +102.5% | -64.1% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling