+1,211.4%
CRL vs MDY
+931.6%
+279.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -1.0% | +0.1% | -1.2% | -1.1% |
| 30D | +10.7% | -1.5% | +12.1% | +12.0% |
| 3M | +55.3% | +0.8% | +54.5% | +54.3% |
| 6M | +60.7% | +7.4% | +53.2% | +51.9% |
| YTD | +44.6% | +15.2% | +29.4% | +29.6% |
| 1Y | +77.7% | +16.5% | +61.2% | +58.2% |
| 3Y | +37.6% | +46.8% | -9.2% | +5.4% |
| 5Y | -35.8% | +46.0% | -81.9% | -50.2% |
| 10Y | +241.7% | +172.1% | +69.7% | +70.7% |
| All | +1,211.4% | +931.6% | +279.8% | +173.7% |
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