+732.7%
CLS vs CRL
+86.4%
+646.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.8% | -7.3% | -1.9% |
| 7D | -22.2% | -6.1% | -16.1% | -20.6% |
| 30D | -44.4% | +12.4% | -56.8% | -46.0% |
| 3M | -34.3% | +27.1% | -61.4% | -38.5% |
| 6M | -50.1% | +85.7% | -135.8% | -58.5% |
| YTD | -30.1% | +69.2% | -99.3% | -40.9% |
| 1Y | -39.3% | +97.5% | -136.9% | -51.1% |
| 3Y | +732.7% | +86.1% | +646.6% | +544.8% |
| All | +732.7% | +86.4% | +646.3% | +544.8% |
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