+16.3%
FIX vs CRL
+97.0%
-80.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.6% |
| 7D | +17.0% | +8.9% | +8.1% | +14.4% |
| 30D | -30.6% | +14.0% | -44.6% | -31.5% |
| 3M | -35.0% | +19.8% | -54.9% | -36.5% |
| 6M | -44.0% | +102.0% | -146.0% | -50.5% |
| YTD | +21.1% | +70.8% | -49.7% | +5.9% |
| 1Y | +16.3% | +98.7% | -82.5% | -5.9% |
| All | +16.3% | +97.0% | -80.7% | -5.9% |
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 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