+502.0%
DD vs CRL
+1,657.4%
-1,155.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | +3.2% | +5.0% | -1.8% | +1.6% |
| 30D | +20.3% | +13.5% | +6.8% | +15.2% |
| 3M | +8.2% | +21.5% | -13.4% | +1.0% |
| 6M | +3.4% | +103.4% | -100.0% | -19.0% |
| YTD | +30.6% | +71.8% | -41.2% | +6.6% |
| 1Y | +30.6% | +97.5% | -66.9% | +1.8% |
| 3Y | +91.1% | +99.2% | -8.1% | +39.7% |
| 5Y | +68.6% | -12.1% | +80.7% | +56.1% |
| 10Y | +99.9% | +359.2% | -259.3% | +3.1% |
| All | +502.0% | +1,657.4% | -1,155.4% | +108.6% |
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