+83.5%
CRL vs KMX
+35.0%
+48.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.3% | -10.6% | -7.8% |
| 7D | -12.8% | +2.1% | -14.9% | -13.2% |
| 30D | +5.0% | +0.5% | +4.5% | +4.6% |
| 3M | +39.4% | -4.1% | +43.5% | +39.9% |
| 6M | +89.4% | +49.5% | +39.8% | +72.5% |
| YTD | +63.6% | +42.7% | +20.9% | +51.9% |
| 1Y | +83.5% | +35.3% | +48.2% | +70.6% |
| All | +83.5% | +35.0% | +48.5% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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