+100.2%
CRL vs ALC
+24.0%
+76.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.3% |
| 7D | -1.0% | -2.1% | +1.1% | +0.3% |
| 30D | +10.7% | -0.1% | +10.8% | +10.5% |
| 3M | +55.3% | +5.9% | +49.4% | +49.0% |
| 6M | +60.7% | -15.9% | +76.6% | +77.6% |
| YTD | +44.6% | -10.1% | +54.7% | +53.0% |
| 1Y | +77.7% | -10.2% | +88.0% | +88.4% |
| 3Y | +37.6% | -13.6% | +51.2% | +47.2% |
| 5Y | -35.8% | -15.1% | -20.7% | -31.8% |
| All | +100.2% | +24.0% | +76.2% | +57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling