+1,436.2%
CRL vs MDY
+905.9%
+530.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +0.1% | +2.3% | -2.1% | -1.6% |
| 30D | +11.9% | +2.0% | +9.9% | +10.3% |
| 3M | +20.2% | -5.6% | +25.8% | +26.1% |
| 6M | +107.5% | +1.3% | +106.3% | +105.5% |
| YTD | +69.4% | +12.3% | +57.1% | +55.1% |
| 1Y | +99.7% | +15.8% | +83.9% | +78.7% |
| 3Y | +98.8% | +56.5% | +42.3% | +45.0% |
| 5Y | -12.4% | +35.1% | -47.6% | -27.7% |
| 10Y | +352.9% | +167.4% | +185.4% | +129.6% |
| All | +1,436.2% | +905.9% | +530.3% | +227.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling