-12.5%
F vs CRL
-9.4%
-3.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.1% |
| 7D | +1.0% | -1.7% | +2.7% | +1.2% |
| 30D | +2.1% | +14.6% | -12.5% | -2.7% |
| 3M | -10.3% | +24.8% | -35.1% | -17.0% |
| 6M | +3.3% | +94.7% | -91.4% | -17.7% |
| YTD | -2.0% | +73.4% | -75.3% | -20.0% |
| 1Y | -2.3% | +104.7% | -106.9% | -24.8% |
| 3Y | +49.9% | +101.1% | -51.2% | +8.1% |
| 5Y | -12.5% | -10.8% | -1.7% | -20.0% |
| All | -12.5% | -9.4% | -3.1% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling