+29.6%
F vs CRL
+1,630.9%
-1,601.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.8% | -8.5% | -3.1% |
| 7D | +1.6% | -6.1% | +7.6% | +3.0% |
| 30D | +2.6% | +12.4% | -9.8% | -1.9% |
| 3M | -8.8% | +27.1% | -35.9% | -16.4% |
| 6M | +4.6% | +85.7% | -81.1% | -15.7% |
| YTD | -1.9% | +69.2% | -71.1% | -19.7% |
| 1Y | -0.8% | +97.5% | -98.3% | -22.8% |
| 3Y | +43.5% | +86.1% | -42.6% | +7.5% |
| 5Y | -12.1% | -10.0% | -2.0% | -18.9% |
| 10Y | +83.6% | +395.0% | -311.3% | -5.3% |
| All | +29.6% | +1,630.9% | -1,601.3% | -51.8% |
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