+519.7%
CL vs CRL
+1,630.9%
-1,111.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.8% | -10.0% | -3.0% |
| 7D | +1.3% | -6.1% | +7.4% | +1.9% |
| 30D | +11.4% | +12.4% | -1.0% | +9.5% |
| 3M | +4.4% | +27.1% | -22.7% | +1.1% |
| 6M | +10.8% | +85.7% | -74.9% | +2.1% |
| YTD | +25.1% | +69.2% | -44.1% | +15.9% |
| 1Y | +28.0% | +97.5% | -69.6% | +16.1% |
| 3Y | +37.6% | +86.1% | -48.5% | +21.9% |
| 5Y | +39.7% | -10.0% | +49.8% | +34.7% |
| 10Y | +75.8% | +395.0% | -319.2% | +28.2% |
| All | +519.7% | +1,630.9% | -1,111.1% | +289.0% |
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