-29.4%
EL vs CRL
+42.4%
-71.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.6% | +3.5% |
| 7D | +0.8% | -1.0% | +1.8% | +1.1% |
| 30D | +19.8% | +10.7% | +9.2% | +16.3% |
| 3M | +25.7% | +55.3% | -29.6% | +9.0% |
| 6M | +5.4% | +60.7% | -55.2% | -10.3% |
| YTD | +0.2% | +44.6% | -44.4% | -11.7% |
| 1Y | +20.4% | +77.7% | -57.3% | -0.9% |
| All | -29.4% | +42.4% | -71.8% | -43.7% |
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 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