+13.1%
D vs CRL
-13.0%
+26.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -3.1% | +8.9% | -11.9% | -3.6% |
| 30D | +8.4% | +14.0% | -5.6% | +7.2% |
| 3M | +0.2% | +19.8% | -19.6% | -1.3% |
| 6M | +9.5% | +102.0% | -92.6% | +3.6% |
| YTD | +18.8% | +70.8% | -52.0% | +13.4% |
| 1Y | +14.7% | +98.7% | -84.0% | +7.9% |
| 3Y | +72.9% | +98.2% | -25.2% | +58.1% |
| 5Y | +13.1% | -11.7% | +24.8% | +10.9% |
| All | +13.1% | -13.0% | +26.1% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling