+6,222.1%
EW vs CRL
+1,712.0%
+4,510.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.7% | -2.2% | +1.3% |
| 7D | +12.3% | +4.4% | +7.9% | +10.8% |
| 30D | +22.9% | +17.1% | +5.8% | +17.5% |
| 3M | +16.7% | +32.1% | -15.4% | +8.0% |
| 6M | +31.0% | +98.9% | -68.0% | +8.2% |
| YTD | +22.8% | +77.1% | -54.3% | +3.5% |
| 1Y | +25.6% | +110.3% | -84.7% | +1.0% |
| 3Y | +62.0% | +108.5% | -46.5% | +22.8% |
| 5Y | -12.8% | -7.9% | -4.9% | -19.1% |
| 10Y | +239.8% | +368.9% | -129.1% | +105.6% |
| All | +6,222.1% | +1,712.0% | +4,510.1% | +2,999.1% |
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 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