+83.5%
CRL vs ALC
+4.2%
+79.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +6.8% | -14.1% | -9.7% |
| 7D | -12.8% | +10.7% | -23.5% | -16.7% |
| 30D | +5.0% | +20.2% | -15.2% | -4.0% |
| 3M | +39.4% | +8.9% | +30.5% | +33.8% |
| 6M | +89.4% | +5.7% | +83.6% | +83.2% |
| YTD | +63.6% | -1.4% | +65.0% | +67.2% |
| 1Y | +83.5% | +4.7% | +78.7% | +77.9% |
| All | +83.5% | +4.2% | +79.3% | +77.9% |
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