+30.6%
DD vs CRL
+101.9%
-71.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | +3.2% | +5.0% | -1.8% | +2.5% |
| 30D | +20.3% | +13.5% | +6.8% | +18.2% |
| 3M | +8.2% | +21.5% | -13.4% | +5.4% |
| 6M | +3.4% | +103.4% | -100.0% | -5.6% |
| YTD | +30.6% | +71.8% | -41.2% | +22.6% |
| 1Y | +30.6% | +97.5% | -66.9% | +17.2% |
| All | +30.6% | +101.9% | -71.3% | +17.2% |
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