+29.2%
DOW vs CRL
+78.8%
-49.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.4% | -2.9% |
| 7D | -2.4% | -1.0% | -1.4% | -2.3% |
| 30D | +0.4% | +10.7% | -10.3% | 0.0% |
| 3M | -14.4% | +55.3% | -69.7% | -16.8% |
| 6M | -7.0% | +60.7% | -67.6% | -9.5% |
| YTD | +30.2% | +44.6% | -14.4% | +31.2% |
| 1Y | +29.2% | +77.7% | -48.5% | +19.1% |
| All | +29.2% | +78.8% | -49.6% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling