+648.9%
CRS vs CRL
+37.9%
+611.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -2.8% |
| 7D | -3.1% | -0.6% | -2.5% | -3.0% |
| 30D | -19.6% | +5.0% | -24.6% | -20.9% |
| 3M | -8.1% | +50.6% | -58.7% | -19.2% |
| 6M | +18.6% | +60.9% | -42.4% | +1.5% |
| YTD | +45.9% | +40.7% | +5.1% | +28.9% |
| 1Y | +82.5% | +73.3% | +9.2% | +50.4% |
| 3Y | +648.9% | +40.6% | +608.3% | +565.2% |
| All | +648.9% | +37.9% | +611.0% | +565.2% |
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 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