+93.1%
DD vs CRL
+99.4%
-6.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.7% | +1.2% | +4.9% |
| 7D | +9.8% | +4.4% | +5.4% | +8.8% |
| 30D | +19.3% | +17.1% | +2.3% | +15.1% |
| 3M | +9.4% | +32.1% | -22.7% | +2.6% |
| 6M | +4.8% | +98.9% | -94.1% | -10.9% |
| YTD | +30.2% | +77.1% | -46.9% | +13.0% |
| 1Y | +32.2% | +110.3% | -78.0% | +9.6% |
| 3Y | +93.1% | +108.5% | -15.4% | +42.7% |
| All | +93.1% | +99.4% | -6.3% | +42.7% |
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