+73.3%
CRL vs ALM
+347.8%
-274.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +8.8% | -11.5% | -3.0% |
| 7D | -0.6% | +8.4% | -9.0% | -0.9% |
| 30D | +5.0% | +34.8% | -29.9% | +3.6% |
| 3M | +50.6% | +16.2% | +34.4% | +49.1% |
| 6M | +60.9% | +2.1% | +58.8% | +60.1% |
| YTD | +40.7% | +117.0% | -76.3% | +39.9% |
| 1Y | +73.3% | +313.9% | -240.5% | +79.8% |
| All | +73.3% | +347.8% | -274.5% | +79.8% |
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