-27.5%
DOW vs CRL
-12.1%
-15.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +5.2% | +0.1% | +5.1% | +5.1% |
| 30D | +13.2% | +11.9% | +1.3% | +9.8% |
| 3M | +10.1% | +20.2% | -10.1% | +4.8% |
| 6M | -13.1% | +107.5% | -120.6% | -28.4% |
| YTD | +46.1% | +69.4% | -23.3% | +25.5% |
| 1Y | +50.0% | +99.7% | -49.7% | +22.7% |
| 3Y | -20.2% | +98.8% | -119.0% | -38.0% |
| All | -27.5% | -12.1% | -15.4% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling