+109.1%
CRL vs ALM
+21.0%
+88.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.1% | -3.4% | +4.1% |
| 7D | +4.4% | +0.7% | +3.6% | +4.3% |
| 30D | +17.1% | -26.1% | +43.2% | +19.0% |
| 3M | +32.1% | -38.1% | +70.2% | +35.4% |
| 6M | +98.9% | -55.4% | +154.3% | +107.5% |
| YTD | +77.1% | -0.4% | +77.5% | +79.1% |
| All | +109.1% | +21.0% | +88.1% | +109.6% |
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