+22.3%
EL vs CRL
+85.3%
-63.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -7.3% | +13.6% | +8.1% |
| 7D | +2.5% | -12.8% | +15.2% | +5.9% |
| 30D | +20.1% | +5.0% | +15.1% | +17.5% |
| 3M | +29.3% | +39.4% | -10.1% | +16.3% |
| 6M | +38.8% | +89.4% | -50.6% | +11.5% |
| YTD | +8.1% | +63.6% | -55.5% | -4.6% |
| 1Y | +22.3% | +83.5% | -61.1% | +3.9% |
| All | +22.3% | +85.3% | -63.0% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling