+104.7%
CRL vs ALC
+0.5%
+104.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.6% |
| 7D | -1.7% | +2.3% | -4.1% | -2.9% |
| 30D | +14.6% | +15.5% | -0.9% | +6.2% |
| 3M | +24.8% | +0.6% | +24.3% | +24.1% |
| 6M | +94.7% | +18.4% | +76.3% | +75.0% |
| YTD | +73.4% | -5.6% | +78.9% | +80.0% |
| 1Y | +104.7% | 0.0% | +104.6% | +105.2% |
| All | +104.7% | +0.5% | +104.1% | +105.2% |
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