+40.6%
CRL vs HRB
+28.7%
+11.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.5% | +3.8% | -1.4% |
| 7D | -0.6% | -9.1% | +8.5% | +1.3% |
| 30D | +5.0% | +0.3% | +4.7% | +4.5% |
| 3M | +50.6% | +23.4% | +27.2% | +42.8% |
| 6M | +60.9% | +45.1% | +15.8% | +46.1% |
| YTD | +40.7% | +8.9% | +31.9% | +38.8% |
| 1Y | +73.3% | -7.9% | +81.2% | +79.3% |
| 3Y | +40.6% | +27.9% | +12.6% | +29.4% |
| All | +40.6% | +28.7% | +11.8% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling