+4,700.4%
CRS vs CRL
+1,633.2%
+3,067.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.8% | -2.3% |
| 7D | +4.8% | +0.1% | +4.6% | +4.8% |
| 30D | -23.2% | +11.9% | -35.1% | -26.9% |
| 3M | -45.5% | +20.2% | -65.7% | -49.8% |
| 6M | -33.1% | +107.5% | -140.6% | -50.8% |
| YTD | -7.2% | +69.4% | -76.6% | -27.2% |
| 1Y | -10.0% | +99.7% | -109.8% | -34.0% |
| 3Y | +332.3% | +98.8% | +233.5% | +196.1% |
| 5Y | +801.9% | -12.4% | +814.3% | +725.3% |
| 10Y | +820.9% | +352.9% | +468.1% | +325.2% |
| All | +4,700.4% | +1,633.2% | +3,067.2% | +1,357.0% |
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 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