+20.2%
CLF vs CRL
+85.3%
-65.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -7.3% | -1.9% | -7.1% |
| 7D | -7.9% | -12.8% | +4.9% | -4.4% |
| 30D | +5.2% | +5.0% | +0.3% | +3.8% |
| 3M | +4.3% | +39.4% | -35.1% | -4.9% |
| 6M | +25.3% | +89.4% | -64.1% | +3.5% |
| YTD | -3.3% | +63.6% | -66.9% | -17.6% |
| 1Y | +20.2% | +83.5% | -63.2% | +0.7% |
| All | +20.2% | +85.3% | -65.1% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling