+45.9%
CSCO vs CRL
+85.3%
-39.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.3% | +7.9% | +1.2% |
| 7D | -6.1% | -12.8% | +6.7% | -5.1% |
| 30D | -8.2% | +5.0% | -13.2% | -8.3% |
| 3M | -14.6% | +39.4% | -53.9% | -16.0% |
| 6M | +12.7% | +89.4% | -76.6% | +9.7% |
| YTD | +37.0% | +63.6% | -26.6% | +31.8% |
| 1Y | +45.9% | +83.5% | -37.5% | +40.7% |
| All | +45.9% | +85.3% | -39.4% | +40.7% |
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