+93.2%
CRL vs CAI
-8.1%
+101.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.5% |
| 7D | -0.6% | +0.2% | -0.7% | -0.6% |
| 30D | +5.0% | +9.1% | -4.2% | +2.5% |
| 3M | +50.6% | +53.8% | -3.2% | +34.4% |
| 6M | +60.9% | +33.5% | +27.4% | +46.6% |
| YTD | +40.7% | -8.0% | +48.8% | +35.8% |
| 1Y | +73.3% | -28.7% | +102.0% | +73.1% |
| All | +93.2% | -8.1% | +101.3% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling