-17.5%
CLF vs CRL
+38.0%
-55.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.4% | +2.4% |
| 7D | +7.6% | -1.0% | +8.6% | +8.0% |
| 30D | -1.2% | +10.7% | -11.8% | -4.9% |
| 3M | -13.4% | +55.3% | -68.7% | -27.2% |
| 6M | +15.4% | +60.7% | -45.2% | -5.3% |
| YTD | -5.9% | +44.6% | -50.5% | -19.9% |
| 1Y | +18.8% | +77.7% | -58.9% | -7.8% |
| All | -17.5% | +38.0% | -55.5% | -33.1% |
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 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