-4.5%
CRS vs CRL
+85.3%
-89.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.3% | +5.7% | -0.2% |
| 7D | +4.3% | -12.8% | +17.1% | +7.0% |
| 30D | -25.5% | +5.0% | -30.5% | -26.2% |
| 3M | -48.7% | +39.4% | -88.1% | -52.3% |
| 6M | -31.6% | +89.4% | -121.0% | -41.2% |
| YTD | -7.0% | +63.6% | -70.6% | -21.2% |
| 1Y | -4.5% | +83.5% | -88.0% | -18.3% |
| All | -4.5% | +85.3% | -89.9% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling