+5,873.3%
DE vs CRL
+1,647.7%
+4,225.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.7% |
| 7D | +2.3% | +8.9% | -6.5% | -0.2% |
| 30D | +4.4% | +14.0% | -9.5% | -0.1% |
| 3M | +9.8% | +19.8% | -10.1% | +3.2% |
| 6M | +15.8% | +102.0% | -86.3% | -7.5% |
| YTD | +47.0% | +70.8% | -23.9% | +21.5% |
| 1Y | +42.8% | +98.7% | -55.9% | +12.7% |
| 3Y | +88.9% | +98.2% | -9.2% | +40.1% |
| 5Y | +101.9% | -11.7% | +113.6% | +85.6% |
| 10Y | +767.5% | +356.7% | +410.8% | +355.5% |
| All | +5,873.3% | +1,647.7% | +4,225.6% | +2,096.3% |
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