+1,211.4%
CRL vs COO
+1,468.9%
-257.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.1% |
| 7D | -1.0% | -2.2% | +1.2% | -0.2% |
| 30D | +10.7% | -7.0% | +17.7% | +13.6% |
| 3M | +55.3% | +12.2% | +43.1% | +48.5% |
| 6M | +60.7% | -15.1% | +75.8% | +70.3% |
| YTD | +44.6% | -15.1% | +59.7% | +53.3% |
| 1Y | +77.7% | +2.3% | +75.4% | +76.1% |
| 3Y | +37.6% | -23.7% | +61.3% | +49.4% |
| 5Y | -35.8% | -38.9% | +3.1% | -25.1% |
| 10Y | +241.7% | +49.9% | +191.8% | +206.9% |
| All | +1,211.4% | +1,468.9% | -257.6% | +524.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling