+102.0%
CRL vs MDY
+0.7%
+101.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | +0.6% |
| 7D | +8.9% | +3.0% | +5.8% | +5.8% |
| 30D | +14.0% | +0.8% | +13.2% | +13.1% |
| 3M | +19.8% | -5.1% | +25.0% | +24.5% |
| 6M | +102.0% | +1.2% | +100.9% | +100.0% |
| All | +102.0% | +0.7% | +101.4% | +100.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling