+30.5%
F vs CRL
+1,505.2%
-1,474.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | +0.1% |
| 7D | +1.4% | -16.8% | +18.1% | +6.8% |
| 30D | +2.0% | +2.6% | -0.6% | +0.4% |
| 3M | -10.4% | +20.1% | -30.4% | -16.3% |
| 6M | +9.7% | +68.8% | -59.1% | -8.9% |
| YTD | -1.2% | +56.9% | -58.1% | -17.2% |
| 1Y | 0.0% | +86.7% | -86.6% | -20.8% |
| 3Y | +41.1% | +72.1% | -31.0% | +8.4% |
| 5Y | -11.4% | -16.6% | +5.2% | -16.3% |
| 10Y | +85.0% | +359.0% | -274.1% | -2.3% |
| All | +30.5% | +1,505.2% | -1,474.7% | -50.3% |
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