-12.1%
CRL vs MDY
+37.8%
-49.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.9% |
| 7D | +5.0% | +0.2% | +4.8% | +4.8% |
| 30D | +13.5% | +2.1% | +11.4% | +10.7% |
| 3M | +21.5% | -3.6% | +25.2% | +27.2% |
| 6M | +103.4% | +1.7% | +101.7% | +98.8% |
| YTD | +71.8% | +13.8% | +58.0% | +46.7% |
| 1Y | +97.5% | +15.5% | +82.0% | +65.8% |
| 3Y | +99.2% | +58.3% | +40.9% | +19.8% |
| 5Y | -12.1% | +37.4% | -49.6% | -39.8% |
| All | -12.1% | +37.8% | -49.9% | -39.8% |
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