+533.4%
CL vs CRL
+1,505.2%
-971.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.4% |
| 7D | +5.9% | -16.8% | +22.7% | +8.0% |
| 30D | +13.8% | +2.6% | +11.1% | +13.1% |
| 3M | +6.4% | +20.1% | -13.7% | +3.7% |
| 6M | +15.6% | +68.8% | -53.2% | +7.8% |
| YTD | +27.9% | +56.9% | -29.0% | +19.5% |
| 1Y | +31.4% | +86.7% | -55.3% | +20.1% |
| 3Y | +41.4% | +72.1% | -30.7% | +26.5% |
| 5Y | +42.8% | -16.6% | +59.4% | +38.9% |
| 10Y | +79.7% | +359.0% | -279.4% | +32.2% |
| All | +533.4% | +1,505.2% | -971.8% | +301.2% |
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