+100.4%
CRL vs ALM
+836.8%
-736.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +5.9% | -0.2% |
| 7D | +8.9% | -4.0% | +12.9% | +9.1% |
| 30D | +14.0% | -30.5% | +44.5% | +15.9% |
| 3M | +19.8% | -46.9% | +66.8% | +23.0% |
| 6M | +102.0% | -65.5% | +167.5% | +110.7% |
| YTD | +70.8% | -13.4% | +84.2% | +71.0% |
| 1Y | +98.7% | +9.8% | +88.9% | +96.8% |
| All | +100.4% | +836.8% | -736.3% | +79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling