+567.7%
CRL vs ALM
+7,705.7%
-7,138.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -1.7% |
| 7D | -1.0% | -2.6% | +1.6% | -1.0% |
| 30D | +10.7% | +32.0% | -21.4% | +10.6% |
| 3M | +55.3% | -15.0% | +70.3% | +55.3% |
| 6M | +60.7% | -10.1% | +70.8% | +60.6% |
| YTD | +44.6% | +99.4% | -54.8% | +44.4% |
| 1Y | +77.7% | +316.4% | -238.6% | +77.2% |
| 3Y | +37.6% | +2,022.0% | -1,984.4% | +36.8% |
| 5Y | -35.8% | +941.2% | -977.0% | -36.2% |
| 10Y | +241.7% | +2,950.3% | -2,708.6% | +239.7% |
| All | +567.7% | +7,705.7% | -7,138.1% | +566.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling