+97.5%
CRL vs ALM
+14.6%
+82.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +5.0% | -7.2% | +12.2% | +5.6% |
| 30D | +13.5% | -26.4% | +39.9% | +15.6% |
| 3M | +21.5% | -38.6% | +60.1% | +24.8% |
| 6M | +103.4% | -61.0% | +164.4% | +114.5% |
| YTD | +71.8% | -7.4% | +79.2% | +74.3% |
| 1Y | +97.5% | +14.0% | +83.5% | +98.8% |
| All | +97.5% | +14.6% | +82.9% | +98.8% |
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