+101.5%
CRL vs MDY
+58.9%
+42.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -2.0% |
| 7D | +5.0% | +0.2% | +4.8% | +4.8% |
| 30D | +13.5% | +2.1% | +11.4% | +10.3% |
| 3M | +21.5% | -3.6% | +25.2% | +27.9% |
| 6M | +103.4% | +1.7% | +101.7% | +97.9% |
| YTD | +71.8% | +13.8% | +58.0% | +42.9% |
| 1Y | +97.5% | +15.5% | +82.0% | +61.0% |
| All | +101.5% | +58.9% | +42.7% | +14.2% |
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