+63.1%
DD vs CRL
-37.4%
+100.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.5% |
| 7D | -0.6% | -0.6% | 0.0% | -0.5% |
| 30D | -7.4% | +5.0% | -12.4% | -8.6% |
| 3M | -6.4% | +50.6% | -57.0% | -16.0% |
| 6M | -2.5% | +60.9% | -63.4% | -14.8% |
| YTD | +10.2% | +40.7% | -30.5% | -0.6% |
| 1Y | +36.9% | +73.3% | -36.4% | +15.8% |
| 3Y | +47.0% | +40.6% | +6.5% | +24.9% |
| 5Y | +63.1% | -37.0% | +100.1% | +38.0% |
| All | +63.1% | -37.4% | +100.6% | +38.0% |
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