+13.8%
FIX vs CRL
+106.9%
-93.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.1% |
| 7D | -13.9% | -1.7% | -12.2% | -13.5% |
| 30D | -35.5% | +14.6% | -50.1% | -36.5% |
| 3M | -33.9% | +24.8% | -58.8% | -35.9% |
| 6M | -43.3% | +94.7% | -138.0% | -49.3% |
| YTD | +18.7% | +73.4% | -54.7% | +3.9% |
| 1Y | +13.8% | +104.7% | -90.9% | -6.1% |
| All | +13.8% | +106.9% | -93.1% | -6.1% |
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