+83.5%
CRL vs HRB
+16.9%
+66.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +4.4% | -11.7% | -7.6% |
| 7D | -12.8% | +16.0% | -28.8% | -14.0% |
| 30D | +5.0% | +32.1% | -27.1% | +1.9% |
| 3M | +39.4% | +21.5% | +17.9% | +36.3% |
| 6M | +89.4% | +82.1% | +7.3% | +75.2% |
| YTD | +63.6% | +31.6% | +32.0% | +65.6% |
| 1Y | +83.5% | +15.9% | +67.6% | +92.7% |
| All | +83.5% | +16.9% | +66.6% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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