-25.6%
COMP vs CRL
-16.7%
-8.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.1% | -4.1% | -5.8% |
| 7D | -1.8% | -16.8% | +15.0% | +8.4% |
| 30D | -0.8% | +2.6% | -3.4% | -3.8% |
| 3M | -28.1% | +20.1% | -48.2% | -37.1% |
| 6M | +27.0% | +68.8% | -41.8% | -11.3% |
| YTD | -12.8% | +56.9% | -69.7% | -36.9% |
| 1Y | +4.9% | +86.7% | -81.8% | -32.5% |
| 3Y | +321.0% | +72.1% | +248.9% | +147.9% |
| 5Y | -25.6% | -16.6% | -9.0% | -27.7% |
| All | -25.6% | -16.7% | -8.9% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling