+5,827.1%
DE vs CRL
+1,633.2%
+4,193.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.5% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | +3.6% | +11.9% | -8.3% | -0.4% |
| 3M | +10.2% | +20.2% | -9.9% | +3.5% |
| 6M | +16.6% | +107.5% | -91.0% | -7.6% |
| YTD | +45.8% | +69.4% | -23.6% | +20.9% |
| 1Y | +43.9% | +99.7% | -55.8% | +13.4% |
| 3Y | +89.6% | +98.8% | -9.2% | +40.4% |
| 5Y | +100.3% | -12.4% | +112.7% | +84.6% |
| 10Y | +760.8% | +352.9% | +407.9% | +353.1% |
| All | +5,827.1% | +1,633.2% | +4,193.9% | +2,084.6% |
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