+98.3%
CRS vs CRL
+78.8%
+19.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.3% | +2.0% |
| 7D | -0.2% | -1.0% | +0.8% | 0.0% |
| 30D | -16.6% | +10.7% | -27.3% | -18.8% |
| 3M | -3.5% | +55.3% | -58.8% | -14.3% |
| 6M | +15.4% | +60.7% | -45.2% | 0.0% |
| YTD | +51.2% | +44.6% | +6.6% | +32.3% |
| 1Y | +98.3% | +77.7% | +20.5% | +64.3% |
| All | +98.3% | +78.8% | +19.4% | +64.3% |
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