+90.9%
EAT vs CRL
+111.4%
-20.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.7% | -6.2% | -1.9% |
| 7D | -3.9% | +4.4% | -8.3% | -4.4% |
| 30D | +5.0% | +17.1% | -12.1% | +3.3% |
| 3M | -9.6% | +32.1% | -41.7% | -12.6% |
| 6M | +46.8% | +98.9% | -52.2% | +33.0% |
| YTD | +41.8% | +77.1% | -35.3% | +30.7% |
| All | +90.9% | +111.4% | -20.5% | +83.0% |
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