+68.8%
CRL vs WETO
-99.4%
+168.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.4% | +7.4% | +1.9% |
| 7D | -3.5% | -4.3% | +0.8% | -3.5% |
| 30D | -2.1% | -39.9% | +37.8% | -2.1% |
| 3M | +48.0% | -97.9% | +145.9% | +48.9% |
| 6M | +64.7% | -95.0% | +159.8% | +65.9% |
| YTD | +39.5% | -97.2% | +136.7% | +40.8% |
| 1Y | +74.2% | -98.9% | +173.1% | +75.7% |
| All | +68.8% | -99.4% | +168.2% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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