+78.1%
CRL vs MDY
+13.9%
+64.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -0.7% |
| 7D | -6.9% | -2.5% | -4.4% | -3.8% |
| 30D | -3.2% | -5.0% | +1.9% | +3.4% |
| 3M | +46.5% | +0.5% | +46.1% | +44.7% |
| 6M | +63.1% | +8.0% | +55.1% | +44.5% |
| YTD | +36.9% | +12.2% | +24.7% | +15.7% |
| 1Y | +78.1% | +14.0% | +64.1% | +49.4% |
| All | +78.1% | +13.9% | +64.2% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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