+52.3%
F vs CRL
+1,379.5%
-1,327.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.1% | +2.0% |
| 7D | +5.3% | -1.0% | +6.4% | +5.6% |
| 30D | +4.6% | +10.7% | -6.1% | +1.2% |
| 3M | -3.7% | +55.3% | -58.9% | -16.7% |
| 6M | +16.8% | +60.7% | -43.8% | -1.2% |
| YTD | +15.3% | +44.6% | -29.3% | +0.2% |
| 1Y | +31.0% | +77.7% | -46.7% | +6.0% |
| 3Y | +45.4% | +37.6% | +7.8% | +21.1% |
| 5Y | +54.7% | -35.8% | +90.5% | +59.3% |
| 10Y | +98.2% | +241.7% | -143.5% | +15.4% |
| All | +52.3% | +1,379.5% | -1,327.2% | -39.9% |
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