+34.3%
CP vs CRL
-35.5%
+69.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | -2.7% | -1.0% | -1.6% | -2.5% |
| 30D | +0.2% | +10.7% | -10.5% | -1.5% |
| 3M | +2.6% | +55.3% | -52.7% | -4.8% |
| 6M | +6.0% | +60.7% | -54.7% | -2.8% |
| YTD | +24.9% | +44.6% | -19.7% | +16.2% |
| 1Y | +20.1% | +77.7% | -57.6% | +7.1% |
| 3Y | +16.4% | +37.6% | -21.2% | +5.6% |
| All | +34.3% | -35.5% | +69.8% | +28.4% |
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 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