+36.7%
CRL vs MDY
+47.3%
-10.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -0.6% |
| 7D | -6.9% | -2.5% | -4.4% | -3.6% |
| 30D | -3.2% | -5.0% | +1.9% | +3.9% |
| 3M | +46.5% | +0.5% | +46.1% | +45.1% |
| 6M | +63.1% | +8.0% | +55.1% | +45.8% |
| YTD | +36.9% | +12.2% | +24.7% | +16.4% |
| 1Y | +78.1% | +14.0% | +64.1% | +48.3% |
| All | +36.7% | +47.3% | -10.5% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling