+35.1%
CLS vs CRL
+72.1%
-37.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.7% | +8.3% | +6.1% |
| 7D | +12.8% | -0.6% | +13.3% | +12.8% |
| 30D | +3.8% | +5.0% | -1.1% | +2.9% |
| 3M | -14.6% | +50.6% | -65.2% | -21.1% |
| 6M | +32.2% | +60.9% | -28.7% | +19.7% |
| YTD | +11.6% | +40.7% | -29.1% | +2.4% |
| 1Y | +35.1% | +73.3% | -38.3% | +20.2% |
| All | +35.1% | +72.1% | -37.0% | +20.2% |
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