+76.3%
DE vs CRL
+38.7%
+37.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.4% |
| 7D | -3.0% | -4.6% | +1.6% | -2.3% |
| 30D | +11.1% | +0.5% | +10.7% | +11.0% |
| 3M | +17.6% | +46.6% | -29.0% | +10.0% |
| 6M | +13.6% | +57.3% | -43.7% | +4.2% |
| YTD | +46.3% | +39.5% | +6.7% | +36.5% |
| 1Y | +44.2% | +76.9% | -32.7% | +28.2% |
| All | +76.3% | +38.7% | +37.6% | +62.8% |
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