+83.5%
CRL vs ALM
+44.8%
+38.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.2% | -8.4% | -7.3% |
| 7D | -12.8% | -6.4% | -6.4% | -12.4% |
| 30D | +5.0% | -35.0% | +40.0% | +7.5% |
| 3M | +39.4% | -33.8% | +73.2% | +42.3% |
| 6M | +89.4% | -55.0% | +144.4% | +97.2% |
| YTD | +63.6% | -0.2% | +63.8% | +64.7% |
| 1Y | +83.5% | +41.8% | +41.7% | +81.5% |
| All | +83.5% | +44.8% | +38.7% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling