+52.2%
EW vs CRL
+86.4%
-34.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.8% | -6.5% | +0.4% |
| 7D | +11.0% | -6.1% | +17.1% | +11.6% |
| 30D | +19.1% | +12.4% | +6.7% | +17.2% |
| 3M | +14.4% | +27.1% | -12.8% | +10.9% |
| 6M | +22.8% | +85.7% | -63.0% | +13.6% |
| YTD | +19.8% | +69.2% | -49.4% | +11.8% |
| 1Y | +23.9% | +97.5% | -73.6% | +13.5% |
| 3Y | +52.2% | +86.1% | -33.9% | +33.1% |
| All | +52.2% | +86.4% | -34.2% | +33.1% |
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