+11.8%
CRM vs CRL
+38.6%
-26.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.5% |
| 7D | -4.4% | -3.5% | -0.9% | -3.7% |
| 30D | +28.1% | -2.1% | +30.3% | +28.7% |
| 3M | +48.8% | +48.0% | +0.9% | +36.4% |
| 6M | +28.3% | +64.7% | -36.5% | +14.1% |
| YTD | -6.0% | +39.5% | -45.5% | -13.2% |
| 1Y | +1.4% | +74.2% | -72.8% | -11.1% |
| 3Y | +11.8% | +39.4% | -27.5% | 0.0% |
| All | +11.8% | +38.6% | -26.8% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 3y: compounded portfolio wealth divided by compounded CRL 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…
3y analysis · Full analysis span regression · 6 months rolling