+2,564.4%
EAT vs CRL
+1,379.5%
+1,184.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +1.1% |
| 7D | 0.0% | -1.0% | +1.0% | +0.3% |
| 30D | +1.9% | +10.7% | -8.8% | -1.5% |
| 3M | +68.7% | +55.3% | +13.4% | +45.1% |
| 6M | +66.9% | +60.7% | +6.2% | +40.4% |
| YTD | +60.4% | +44.6% | +15.8% | +38.8% |
| 1Y | +44.0% | +77.7% | -33.8% | +15.1% |
| 3Y | +604.7% | +37.6% | +567.1% | +477.5% |
| 5Y | +347.0% | -35.8% | +382.9% | +361.4% |
| 10Y | +390.8% | +241.7% | +149.0% | +200.3% |
| All | +2,564.4% | +1,379.5% | +1,184.9% | +1,131.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling