+108.5%
CRL vs IBN
+56.2%
+52.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +4.3% |
| 7D | +4.4% | +14.6% | -10.2% | +1.0% |
| 30D | +17.1% | +23.5% | -6.4% | +10.7% |
| 3M | +32.1% | +14.0% | +18.1% | +27.8% |
| 6M | +98.9% | +31.1% | +67.8% | +84.8% |
| YTD | +77.1% | +16.6% | +60.6% | +69.0% |
| 1Y | +110.3% | +14.9% | +95.3% | +101.4% |
| 3Y | +108.5% | +56.9% | +51.6% | +81.3% |
| All | +108.5% | +56.2% | +52.3% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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