+838.1%
CLS vs CRL
+97.9%
+740.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.1% |
| 7D | +16.3% | +0.1% | +16.2% | +16.3% |
| 30D | -25.7% | +11.9% | -37.6% | -27.7% |
| 3M | -30.9% | +20.2% | -51.0% | -34.3% |
| 6M | -35.5% | +107.5% | -143.0% | -48.2% |
| YTD | -18.7% | +69.4% | -88.1% | -31.3% |
| 1Y | -17.9% | +99.7% | -117.6% | -34.0% |
| 3Y | +838.1% | +98.8% | +739.3% | +595.4% |
| All | +838.1% | +97.9% | +740.2% | +595.4% |
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