+297.9%
CLS vs CRL
+1,630.9%
-1,332.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.8% | -7.3% | -2.2% |
| 7D | -22.2% | -6.1% | -16.1% | -20.3% |
| 30D | -44.4% | +12.4% | -56.8% | -46.5% |
| 3M | -34.3% | +27.1% | -61.4% | -39.5% |
| 6M | -50.1% | +85.7% | -135.8% | -60.2% |
| YTD | -30.1% | +69.2% | -99.3% | -43.1% |
| 1Y | -39.3% | +97.5% | -136.9% | -53.2% |
| 3Y | +732.7% | +86.1% | +646.6% | +518.8% |
| 5Y | +1,777.2% | -10.0% | +1,787.3% | +1,634.2% |
| 10Y | +1,645.6% | +395.0% | +1,250.6% | +773.1% |
| All | +297.9% | +1,630.9% | -1,332.9% | +42.7% |
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