+1,078.7%
CRH vs CRL
+1,327.0%
-248.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.4% |
| 7D | -6.1% | -3.5% | -2.5% | -5.0% |
| 30D | -9.3% | -2.1% | -7.1% | -8.7% |
| 3M | -15.2% | +48.0% | -63.2% | -24.9% |
| 6M | -14.2% | +64.7% | -78.9% | -27.1% |
| YTD | -28.3% | +39.5% | -67.7% | -36.3% |
| 1Y | -21.8% | +74.2% | -96.0% | -35.3% |
| 3Y | +71.6% | +39.4% | +32.3% | +44.2% |
| 5Y | +96.6% | -36.9% | +133.5% | +103.1% |
| 10Y | +253.8% | +253.3% | +0.5% | +117.9% |
| All | +1,078.7% | +1,327.0% | -248.3% | +422.3% |
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