-7.8%
CLX vs CRL
+97.9%
-105.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.2% |
| 7D | +9.5% | +0.1% | +9.4% | +9.5% |
| 30D | +30.7% | +11.9% | +18.8% | +29.6% |
| 3M | +4.2% | +20.2% | -15.9% | +2.9% |
| 6M | +22.1% | +107.5% | -85.4% | +17.1% |
| YTD | +14.1% | +69.4% | -55.3% | +10.1% |
| 1Y | +10.3% | +99.7% | -89.4% | +5.4% |
| 3Y | -7.8% | +98.8% | -106.6% | -19.6% |
| All | -7.8% | +97.9% | -105.7% | -19.6% |
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