+450.9%
CLF vs CRL
+1,647.7%
-1,196.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +16.0% | +8.9% | +7.1% | +11.5% |
| 30D | +1.6% | +14.0% | -12.3% | -4.6% |
| 3M | +6.7% | +19.8% | -13.2% | -2.3% |
| 6M | +21.1% | +102.0% | -80.9% | -13.8% |
| YTD | -1.6% | +70.8% | -72.4% | -25.6% |
| 1Y | +18.5% | +98.7% | -80.2% | -16.5% |
| 3Y | -21.0% | +98.2% | -119.2% | -48.1% |
| 5Y | -41.4% | -11.7% | -29.7% | -46.2% |
| 10Y | +86.5% | +356.7% | -270.1% | -18.5% |
| All | +450.9% | +1,647.7% | -1,196.8% | +71.3% |
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