+23.6%
EW vs CRL
+97.0%
-73.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +4.9% | +8.9% | -3.9% | +4.0% |
| 30D | +24.1% | +14.0% | +10.1% | +21.7% |
| 3M | +13.7% | +19.8% | -6.1% | +10.9% |
| 6M | +32.7% | +102.0% | -69.3% | +20.8% |
| YTD | +24.1% | +70.8% | -46.7% | +17.8% |
| 1Y | +23.6% | +98.7% | -75.1% | +14.4% |
| All | +23.6% | +97.0% | -73.3% | +14.4% |
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