-12.1%
CRL vs ALC
-9.1%
-3.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -2.7% |
| 7D | +0.1% | -1.1% | +1.2% | +0.7% |
| 30D | +11.9% | +16.0% | -4.1% | +0.8% |
| 3M | +20.2% | +0.8% | +19.3% | +18.1% |
| 6M | +107.5% | +16.8% | +90.7% | +84.0% |
| YTD | +69.4% | -5.5% | +74.9% | +72.0% |
| 1Y | +99.7% | -5.3% | +105.0% | +102.4% |
| 3Y | +98.8% | +4.1% | +94.7% | +85.5% |
| All | -12.1% | -9.1% | -3.0% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling