-37.2%
CRL vs MDY
+45.8%
-83.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | +0.4% |
| 7D | -4.6% | -0.8% | -3.8% | -3.7% |
| 30D | +0.5% | -3.9% | +4.4% | +5.4% |
| 3M | +46.6% | 0.0% | +46.7% | +46.4% |
| 6M | +57.3% | +8.5% | +48.7% | +42.2% |
| YTD | +39.5% | +13.2% | +26.3% | +20.3% |
| 1Y | +76.9% | +15.0% | +61.8% | +49.9% |
| 3Y | +39.4% | +49.6% | -10.2% | -9.7% |
| 5Y | -37.2% | +46.0% | -83.2% | -59.3% |
| All | -37.2% | +45.8% | -83.0% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling