+122.9%
FIX vs CRL
+78.8%
+44.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.2% |
| 7D | +6.0% | -1.0% | +7.1% | +6.2% |
| 30D | -7.2% | +10.7% | -17.9% | -8.9% |
| 3M | -15.9% | +55.3% | -71.1% | -23.1% |
| 6M | +12.7% | +60.7% | -47.9% | +1.3% |
| YTD | +72.8% | +44.6% | +28.2% | +57.0% |
| 1Y | +122.9% | +77.7% | +45.1% | +93.0% |
| All | +122.9% | +78.8% | +44.0% | +93.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling