+426.9%
CLF vs CRL
+1,379.5%
-952.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.4% | +2.5% |
| 7D | +7.6% | -1.0% | +8.6% | +8.1% |
| 30D | -1.2% | +10.7% | -11.8% | -5.7% |
| 3M | -13.4% | +55.3% | -68.7% | -29.8% |
| 6M | +15.4% | +60.7% | -45.2% | -9.2% |
| YTD | -5.9% | +44.6% | -50.5% | -22.8% |
| 1Y | +18.8% | +77.7% | -58.9% | -12.3% |
| 3Y | -19.4% | +37.6% | -57.0% | -37.2% |
| 5Y | -47.7% | -35.8% | -11.9% | -44.5% |
| 10Y | +130.4% | +241.7% | -111.4% | +14.9% |
| All | +426.9% | +1,379.5% | -952.6% | +77.7% |
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 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