+409.1%
DD vs CRL
+1,379.5%
-970.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.9% |
| 7D | -3.5% | -1.0% | -2.5% | -3.2% |
| 30D | -10.3% | +10.7% | -21.0% | -13.2% |
| 3M | -7.5% | +55.3% | -62.8% | -20.2% |
| 6M | -8.0% | +60.7% | -68.7% | -22.4% |
| YTD | +10.5% | +44.6% | -34.2% | -4.3% |
| 1Y | +38.3% | +77.7% | -39.5% | +11.3% |
| 3Y | +42.5% | +37.6% | +4.9% | +17.8% |
| 5Y | +60.2% | -35.8% | +96.0% | +63.9% |
| 10Y | +68.9% | +241.7% | -172.9% | -4.2% |
| All | +409.1% | +1,379.5% | -970.4% | +87.4% |
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