-44.8%
COMP vs CRL
-1.2%
-43.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.5% |
| 7D | +1.4% | -1.0% | +2.4% | +2.0% |
| 30D | -13.3% | +10.7% | -24.0% | -18.6% |
| 3M | +41.1% | +55.3% | -14.2% | +8.0% |
| 6M | +17.2% | +60.7% | -43.5% | -13.8% |
| YTD | +5.2% | +44.6% | -39.4% | -17.8% |
| 1Y | +18.9% | +77.7% | -58.8% | -20.0% |
| 3Y | +215.9% | +37.6% | +178.3% | +130.3% |
| 5Y | -31.2% | -35.8% | +4.6% | -27.8% |
| All | -44.8% | -1.2% | -43.6% | -53.4% |
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 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