-34.0%
CLF vs CRL
+86.4%
-120.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.8% | -6.1% | -1.2% |
| 7D | -19.6% | -6.1% | -13.5% | -17.7% |
| 30D | -5.0% | +12.4% | -17.4% | -9.2% |
| 3M | -6.3% | +27.1% | -33.4% | -14.6% |
| 6M | +2.8% | +85.7% | -82.9% | -19.9% |
| YTD | -13.7% | +69.2% | -82.9% | -31.0% |
| 1Y | +13.6% | +97.5% | -83.9% | -14.8% |
| 3Y | -34.0% | +86.1% | -120.1% | -53.5% |
| All | -34.0% | +86.4% | -120.4% | -53.5% |
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