+986.8%
ED vs CRL
+1,379.5%
-392.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.3% | -1.2% |
| 7D | -0.2% | -1.0% | +0.8% | -0.1% |
| 30D | -0.1% | +10.7% | -10.8% | -1.0% |
| 3M | +3.9% | +55.3% | -51.4% | -0.1% |
| 6M | -3.0% | +60.7% | -63.7% | -7.5% |
| YTD | +10.7% | +44.6% | -33.9% | +6.4% |
| 1Y | +13.3% | +77.7% | -64.4% | +6.6% |
| 3Y | +34.5% | +37.6% | -3.1% | +27.1% |
| 5Y | +67.1% | -35.8% | +103.0% | +68.8% |
| 10Y | +103.0% | +241.7% | -138.7% | +66.3% |
| All | +986.8% | +1,379.5% | -392.6% | +646.6% |
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