+749.4%
CRL vs PSLV
+120.6%
+628.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.1% |
| 7D | -4.6% | +3.3% | -7.9% | -5.0% |
| 30D | +0.5% | +2.1% | -1.6% | +0.2% |
| 3M | +46.6% | +7.1% | +39.5% | +45.2% |
| 6M | +57.3% | -21.6% | +78.8% | +60.8% |
| YTD | +39.5% | -6.7% | +46.3% | +38.0% |
| 1Y | +76.9% | +59.3% | +17.6% | +63.6% |
| 3Y | +39.4% | +182.1% | -142.7% | +19.0% |
| 5Y | -37.2% | +162.6% | -199.8% | -46.4% |
| 10Y | +253.4% | +203.0% | +50.4% | +189.6% |
| All | +749.4% | +120.6% | +628.8% | +628.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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