+322.7%
EAT vs CRL
-37.4%
+360.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.7% | -2.6% |
| 7D | -4.9% | -0.6% | -4.4% | -4.8% |
| 30D | -1.2% | +5.0% | -6.2% | -2.5% |
| 3M | +52.2% | +50.6% | +1.7% | +35.5% |
| 6M | +65.0% | +60.9% | +4.1% | +43.0% |
| YTD | +55.0% | +40.7% | +14.3% | +38.8% |
| 1Y | +42.1% | +73.3% | -31.2% | +18.8% |
| 3Y | +614.7% | +40.6% | +574.1% | +505.3% |
| 5Y | +322.7% | -37.0% | +359.7% | +308.0% |
| All | +322.7% | -37.4% | +360.2% | +308.0% |
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 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