+77.7%
CRL vs ALC
-10.2%
+87.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.3% |
| 7D | -1.0% | -2.1% | +1.1% | +0.2% |
| 30D | +10.7% | -0.1% | +10.8% | +10.4% |
| 3M | +55.3% | +5.9% | +49.4% | +48.6% |
| 6M | +60.7% | -15.9% | +76.6% | +83.0% |
| YTD | +44.6% | -10.1% | +54.7% | +55.2% |
| 1Y | +77.7% | -10.2% | +88.0% | +97.4% |
| All | +77.7% | -10.2% | +87.9% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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