+27.8%
DOW vs CRL
+66.2%
-38.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -6.0% | -4.6% | -1.4% | -5.8% |
| 30D | -2.7% | +0.5% | -3.2% | -2.8% |
| 3M | -10.5% | +46.6% | -57.1% | -12.6% |
| 6M | -12.4% | +57.3% | -69.7% | -15.0% |
| YTD | +30.0% | +39.5% | -9.5% | +31.3% |
| 1Y | +27.8% | +76.9% | -49.1% | +15.9% |
| All | +27.8% | +66.2% | -38.4% | +15.9% |
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