+86.1%
CRL vs ALC
+2.3%
+83.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.1% | +9.9% | +8.9% |
| 7D | -6.1% | +4.9% | -11.0% | -9.2% |
| 30D | +12.4% | +19.0% | -6.6% | +0.6% |
| 3M | +27.1% | +7.8% | +19.4% | +20.4% |
| 6M | +85.7% | +14.6% | +71.2% | +68.3% |
| YTD | +69.2% | -4.4% | +73.6% | +71.5% |
| 1Y | +97.5% | +1.4% | +96.1% | +92.5% |
| 3Y | +86.1% | +2.5% | +83.6% | +84.8% |
| All | +86.1% | +2.3% | +83.8% | +84.8% |
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 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