+51.6%
ED vs CRL
+97.9%
-46.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.4% |
| 7D | +2.1% | +0.1% | +1.9% | +2.1% |
| 30D | +10.4% | +11.9% | -1.5% | +10.7% |
| 3M | +12.5% | +20.2% | -7.6% | +13.0% |
| 6M | +14.9% | +107.5% | -92.6% | +16.6% |
| YTD | +24.8% | +69.4% | -44.6% | +26.4% |
| 1Y | +23.8% | +99.7% | -75.9% | +25.5% |
| 3Y | +51.6% | +98.8% | -47.1% | +40.5% |
| All | +51.6% | +97.9% | -46.3% | +40.5% |
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