+681.1%
CRL vs ALM
+3,507.4%
-2,826.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.1% | +5.7% | +7.8% |
| 7D | -6.1% | -6.7% | +0.6% | -6.1% |
| 30D | +12.4% | -32.9% | +45.3% | +12.5% |
| 3M | +27.1% | -39.5% | +66.6% | +27.2% |
| 6M | +85.7% | -62.0% | +147.7% | +86.0% |
| YTD | +69.2% | -7.8% | +77.0% | +69.2% |
| 1Y | +97.5% | +26.7% | +70.8% | +97.4% |
| 3Y | +86.1% | +825.4% | -739.3% | +85.3% |
| 5Y | -10.0% | +401.2% | -411.3% | -10.4% |
| 10Y | +395.0% | +2,074.0% | -1,679.1% | +392.9% |
| All | +681.1% | +3,507.4% | -2,826.3% | +680.9% |
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