+94.8%
CRL vs ALC
+21.6%
+73.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -1.5% |
| 7D | -0.6% | -3.7% | +3.1% | +1.8% |
| 30D | +5.0% | -3.7% | +8.7% | +7.4% |
| 3M | +50.6% | +4.6% | +46.0% | +45.7% |
| 6M | +60.9% | -14.6% | +75.5% | +76.1% |
| YTD | +40.7% | -11.9% | +52.6% | +50.8% |
| 1Y | +73.3% | -13.1% | +86.5% | +87.6% |
| 3Y | +40.6% | -15.0% | +55.6% | +52.0% |
| 5Y | -37.0% | -16.2% | -20.8% | -32.5% |
| All | +94.8% | +21.6% | +73.2% | +54.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling