+24.4%
CP vs CRL
-10.4%
+34.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.8% | -9.5% | -2.9% |
| 7D | +2.8% | -6.1% | +8.9% | +3.5% |
| 30D | +10.2% | +12.4% | -2.2% | +7.7% |
| 3M | +2.4% | +27.1% | -24.8% | -2.1% |
| 6M | +7.7% | +85.7% | -78.1% | -3.7% |
| YTD | +26.0% | +69.2% | -43.2% | +13.5% |
| 1Y | +34.6% | +97.5% | -62.9% | +17.8% |
| 3Y | +26.7% | +86.1% | -59.4% | +8.0% |
| All | +24.4% | -10.4% | +34.7% | +14.4% |
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