+776.0%
D vs CRL
+1,379.5%
-603.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -1.2% |
| 7D | +0.4% | -1.0% | +1.5% | +0.6% |
| 30D | -3.6% | +10.7% | -14.2% | -4.9% |
| 3M | -1.0% | +55.3% | -56.3% | -6.9% |
| 6M | +6.3% | +60.7% | -54.4% | -1.1% |
| YTD | +14.7% | +44.6% | -29.9% | +8.0% |
| 1Y | +16.9% | +77.7% | -60.8% | +6.5% |
| 3Y | +56.8% | +37.6% | +19.2% | +43.9% |
| 5Y | +5.2% | -35.8% | +41.0% | +5.8% |
| 10Y | +35.9% | +241.7% | -205.9% | +4.4% |
| All | +776.0% | +1,379.5% | -603.4% | +461.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling