+134.2%
CRL vs ALC
+31.8%
+102.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.1% | +9.9% | +9.1% |
| 7D | -6.1% | +4.9% | -11.0% | -9.6% |
| 30D | +12.4% | +19.0% | -6.6% | -0.2% |
| 3M | +27.1% | +7.8% | +19.4% | +19.8% |
| 6M | +85.7% | +14.6% | +71.2% | +67.3% |
| YTD | +69.2% | -4.4% | +73.6% | +70.4% |
| 1Y | +97.5% | +1.4% | +96.1% | +91.4% |
| 3Y | +86.1% | +2.5% | +83.6% | +76.7% |
| 5Y | -10.0% | -10.9% | +0.8% | -8.1% |
| All | +134.2% | +31.8% | +102.4% | +74.9% |
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