+489.9%
EAT vs CRL
+86.4%
+403.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.8% | -10.7% | -4.2% |
| 7D | -2.6% | -6.1% | +3.4% | -1.8% |
| 30D | +11.5% | +12.4% | -0.9% | +8.7% |
| 3M | -9.1% | +27.1% | -36.2% | -13.7% |
| 6M | +40.4% | +85.7% | -45.3% | +22.8% |
| YTD | +43.9% | +69.2% | -25.3% | +27.4% |
| 1Y | +101.9% | +97.5% | +4.4% | +72.6% |
| 3Y | +489.9% | +86.1% | +403.8% | +372.4% |
| All | +489.9% | +86.4% | +403.4% | +372.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling