+2,158.5%
EAT vs CRL
+1,673.3%
+485.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.4% |
| 7D | -5.9% | -1.7% | -4.2% | -5.8% |
| 30D | +0.7% | +14.6% | -13.9% | -4.5% |
| 3M | -14.2% | +24.8% | -39.1% | -21.3% |
| 6M | +40.7% | +94.7% | -54.0% | +10.5% |
| YTD | +36.0% | +73.4% | -37.4% | +9.5% |
| 1Y | +83.1% | +104.7% | -21.6% | +39.0% |
| 3Y | +474.8% | +101.1% | +373.8% | +310.5% |
| 5Y | +347.6% | -10.8% | +358.4% | +310.8% |
| 10Y | +321.5% | +358.8% | -37.3% | +133.6% |
| All | +2,158.5% | +1,673.3% | +485.2% | +871.7% |
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