+5,988.5%
DE vs CRL
+1,379.5%
+4,609.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | +0.4% |
| 7D | +10.0% | -1.0% | +11.1% | +10.3% |
| 30D | +13.3% | +10.7% | +2.7% | +9.9% |
| 3M | +17.5% | +55.3% | -37.8% | +2.6% |
| 6M | +13.6% | +60.7% | -47.1% | -3.0% |
| YTD | +49.8% | +44.6% | +5.2% | +31.2% |
| 1Y | +47.9% | +77.7% | -29.9% | +20.7% |
| 3Y | +72.5% | +37.6% | +34.9% | +43.8% |
| 5Y | +90.2% | -35.8% | +126.1% | +94.0% |
| 10Y | +865.4% | +241.7% | +623.6% | +455.0% |
| All | +5,988.5% | +1,379.5% | +4,609.0% | +2,270.2% |
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