-29.6%
CLS vs CRL
+85.3%
-114.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -7.3% | -1.8% | -7.1% |
| 7D | -21.1% | -12.8% | -8.4% | -18.2% |
| 30D | -38.2% | +5.0% | -43.2% | -38.4% |
| 3M | -36.3% | +39.4% | -75.7% | -40.5% |
| 6M | -43.8% | +89.4% | -133.2% | -51.2% |
| YTD | -20.0% | +63.6% | -83.6% | -30.2% |
| 1Y | -29.6% | +83.5% | -113.1% | -40.3% |
| All | -29.6% | +85.3% | -114.9% | -40.3% |
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 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