+18.5%
D vs CRL
+76.8%
-58.3%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | -0.5% |
| 7D | +1.5% | -1.0% | +2.5% | +1.4% |
| 30D | -2.6% | +10.7% | -13.2% | -2.3% |
| 3M | 0.0% | +55.3% | -55.3% | +1.4% |
| 6M | +7.4% | +60.7% | -53.3% | +8.9% |
| YTD | +15.9% | +44.6% | -28.8% | +16.6% |
| All | +18.5% | +76.8% | -58.3% | +19.7% |
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