+83.5%
CRL vs CAI
+12.6%
+70.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.1% | -8.4% | -7.6% |
| 7D | -12.8% | -6.3% | -6.5% | -11.2% |
| 30D | +5.0% | +9.3% | -4.3% | +2.6% |
| 3M | +39.4% | +106.3% | -67.0% | +13.8% |
| 6M | +89.4% | +77.7% | +11.6% | +58.6% |
| YTD | +63.6% | +23.1% | +40.4% | +44.4% |
| 1Y | +83.5% | +6.5% | +76.9% | +64.6% |
| All | +83.5% | +12.6% | +70.9% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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