+73.3%
D vs CRL
+86.4%
-13.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.8% | -9.3% | -1.7% |
| 7D | +3.0% | -6.1% | +9.1% | +3.1% |
| 30D | +11.5% | +12.4% | -0.9% | +10.8% |
| 3M | +3.7% | +27.1% | -23.4% | +2.5% |
| 6M | +13.5% | +85.7% | -72.2% | +10.0% |
| YTD | +20.7% | +69.2% | -48.5% | +17.3% |
| 1Y | +18.2% | +97.5% | -79.3% | +13.4% |
| 3Y | +73.3% | +86.1% | -12.8% | +48.1% |
| All | +73.3% | +86.4% | -13.1% | +48.1% |
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