+16.1%
EL vs CRL
+72.1%
-56.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.3% |
| 7D | +1.7% | -0.6% | +2.2% | +1.8% |
| 30D | +15.5% | +5.0% | +10.5% | +14.1% |
| 3M | +20.6% | +50.6% | -30.0% | +6.4% |
| 6M | +10.5% | +60.9% | -50.5% | -5.6% |
| YTD | -1.9% | +40.7% | -42.6% | -10.5% |
| 1Y | +16.1% | +73.3% | -57.2% | +2.3% |
| All | +16.1% | +72.1% | -56.0% | +2.3% |
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 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