+100.4%
CRL vs ALC
+1.2%
+99.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.1% |
| 7D | +8.9% | -6.2% | +15.0% | +12.5% |
| 30D | +14.0% | +14.0% | 0.0% | +4.4% |
| 3M | +19.8% | -2.4% | +22.2% | +20.2% |
| 6M | +102.0% | +12.6% | +89.4% | +84.4% |
| YTD | +70.8% | -8.4% | +79.3% | +77.1% |
| 1Y | +98.7% | -9.1% | +107.9% | +107.0% |
| All | +100.4% | +1.2% | +99.3% | +105.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling