+22.6%
D vs CRL
+85.3%
-62.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -7.3% | +11.7% | +3.9% |
| 7D | +8.5% | -12.8% | +21.3% | +7.7% |
| 30D | +14.3% | +5.0% | +9.3% | +14.4% |
| 3M | +1.8% | +39.4% | -37.6% | +3.1% |
| 6M | +13.0% | +89.4% | -76.3% | +16.0% |
| YTD | +22.7% | +63.6% | -40.8% | +23.8% |
| 1Y | +22.6% | +83.5% | -60.9% | +23.9% |
| All | +22.6% | +85.3% | -62.7% | +23.9% |
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