+5,648.9%
CRM vs CRL
+501.3%
+5,147.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.3% |
| 7D | -8.1% | -6.9% | -1.2% | -5.3% |
| 30D | +23.1% | -3.2% | +26.2% | +24.6% |
| 3M | +42.5% | +46.5% | -4.0% | +20.0% |
| 6M | +25.3% | +63.1% | -37.8% | -1.1% |
| YTD | -7.8% | +36.9% | -44.7% | -21.9% |
| 1Y | +1.0% | +78.1% | -77.1% | -24.5% |
| 3Y | +10.0% | +36.7% | -26.7% | -15.7% |
| 5Y | -3.9% | -38.1% | +34.2% | +3.3% |
| 10Y | +233.2% | +246.6% | -13.5% | +46.8% |
| All | +5,648.9% | +501.3% | +5,147.6% | +1,618.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling