+501.4%
CLS vs CRL
+1,379.5%
-878.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.4% |
| 7D | +4.6% | -1.0% | +5.6% | +4.9% |
| 30D | -13.9% | +10.7% | -24.6% | -17.0% |
| 3M | -26.6% | +55.3% | -81.9% | -37.2% |
| 6M | +15.4% | +60.7% | -45.2% | -3.6% |
| YTD | +5.7% | +44.6% | -39.0% | -9.2% |
| 1Y | +41.1% | +77.7% | -36.6% | +12.0% |
| 3Y | +1,228.6% | +37.6% | +1,191.0% | +993.1% |
| 5Y | +3,240.6% | -35.8% | +3,276.5% | +3,353.4% |
| 10Y | +2,760.3% | +241.7% | +2,518.6% | +1,513.4% |
| All | +501.4% | +1,379.5% | -878.1% | +127.7% |
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