-54.2%
COMP vs CRL
+7.2%
-61.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.1% | -4.1% | -5.9% |
| 7D | -1.8% | -16.8% | +15.0% | +8.2% |
| 30D | -0.8% | +2.6% | -3.4% | -3.7% |
| 3M | -28.1% | +20.1% | -48.2% | -36.9% |
| 6M | +27.0% | +68.8% | -41.8% | -10.4% |
| YTD | -12.8% | +56.9% | -69.7% | -36.3% |
| 1Y | +4.9% | +86.7% | -81.8% | -31.6% |
| 3Y | +321.0% | +72.1% | +248.9% | +154.3% |
| 5Y | -25.6% | -16.6% | -9.0% | -30.7% |
| All | -54.2% | +7.2% | -61.4% | -63.8% |
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