+40.7%
CL vs CRL
-12.2%
+52.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | -0.8% | +5.0% | -5.8% | -0.8% |
| 30D | +9.5% | +13.5% | -4.0% | +9.1% |
| 3M | +6.8% | +21.5% | -14.8% | +6.2% |
| 6M | +14.3% | +103.4% | -89.1% | +12.2% |
| YTD | +26.3% | +71.8% | -45.5% | +24.3% |
| 1Y | +25.6% | +97.5% | -72.0% | +23.1% |
| 3Y | +38.5% | +99.2% | -60.8% | +34.2% |
| 5Y | +40.7% | -12.1% | +52.9% | +40.1% |
| All | +40.7% | -12.2% | +52.9% | +40.1% |
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