+91.6%
CRL vs CAI
-11.0%
+102.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.1% |
| 7D | -4.6% | -3.1% | -1.5% | -3.9% |
| 30D | +0.5% | +2.7% | -2.2% | -0.5% |
| 3M | +46.6% | +41.7% | +4.9% | +33.4% |
| 6M | +57.3% | +26.5% | +30.8% | +45.0% |
| YTD | +39.5% | -10.9% | +50.5% | +35.6% |
| 1Y | +76.9% | -29.2% | +106.1% | +77.3% |
| All | +91.6% | -11.0% | +102.6% | +87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling