+570.8%
EL vs CRL
+1,712.0%
-1,141.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.7% | -1.9% | +1.6% |
| 7D | +8.0% | +4.4% | +3.6% | +6.5% |
| 30D | +15.4% | +17.1% | -1.7% | +10.1% |
| 3M | +28.5% | +32.1% | -3.6% | +18.6% |
| 6M | +32.2% | +98.9% | -66.7% | +8.6% |
| YTD | +9.2% | +77.1% | -67.9% | -8.0% |
| 1Y | +30.8% | +110.3% | -79.5% | +5.2% |
| 3Y | +3.7% | +108.5% | -104.8% | -19.7% |
| 5Y | -64.8% | -7.9% | -56.9% | -67.3% |
| 10Y | +60.0% | +368.9% | -308.9% | +0.9% |
| All | +570.8% | +1,712.0% | -1,141.2% | +248.5% |
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 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