+500.2%
DD vs CRL
+1,712.0%
-1,211.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.7% | +1.2% | +4.4% |
| 7D | +9.8% | +4.4% | +5.4% | +8.3% |
| 30D | +19.3% | +17.1% | +2.3% | +13.2% |
| 3M | +9.4% | +32.1% | -22.7% | -0.5% |
| 6M | +4.8% | +98.9% | -94.1% | -17.3% |
| YTD | +30.2% | +77.1% | -46.9% | +5.3% |
| 1Y | +32.2% | +110.3% | -78.0% | +1.0% |
| 3Y | +93.1% | +108.5% | -15.4% | +39.1% |
| 5Y | +68.0% | -7.9% | +75.9% | +53.2% |
| 10Y | +98.5% | +368.9% | -270.5% | +1.7% |
| All | +500.2% | +1,712.0% | -1,211.8% | +106.1% |
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