+38.3%
DD vs CRL
+78.8%
-40.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.5% |
| 7D | -3.5% | -1.0% | -2.5% | -3.4% |
| 30D | -10.3% | +10.7% | -21.0% | -11.4% |
| 3M | -7.5% | +55.3% | -62.8% | -12.5% |
| 6M | -8.0% | +60.7% | -68.7% | -13.9% |
| YTD | +10.5% | +44.6% | -34.2% | +5.7% |
| 1Y | +38.3% | +77.7% | -39.5% | +24.8% |
| All | +38.3% | +78.8% | -40.6% | +24.8% |
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