-14.8%
CRH vs CRL
+85.3%
-100.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -7.3% | +12.9% | +6.9% |
| 7D | +14.2% | -12.8% | +26.9% | +16.9% |
| 30D | +19.5% | +5.0% | +14.5% | +17.1% |
| 3M | +0.4% | +39.4% | -39.0% | -8.1% |
| 6M | -10.1% | +89.4% | -99.5% | -24.4% |
| YTD | -19.9% | +63.6% | -83.5% | -30.7% |
| 1Y | -14.8% | +83.5% | -98.3% | -29.6% |
| All | -14.8% | +85.3% | -100.2% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling