+86.1%
CRL vs COO
-25.3%
+111.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.8% | +9.6% | +8.6% |
| 7D | -6.1% | +4.7% | -10.8% | -8.5% |
| 30D | +12.4% | +13.9% | -1.5% | +4.9% |
| 3M | +27.1% | -14.9% | +42.1% | +36.3% |
| 6M | +85.7% | +2.0% | +83.7% | +79.8% |
| YTD | +69.2% | -23.9% | +93.1% | +92.0% |
| 1Y | +97.5% | -9.6% | +107.1% | +104.8% |
| 3Y | +86.1% | -25.4% | +111.5% | +94.6% |
| All | +86.1% | -25.3% | +111.4% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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