+1,035.0%
FIX vs CRL
-11.4%
+1,046.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | 0.0% |
| 7D | -13.9% | -1.7% | -12.2% | -13.2% |
| 30D | -35.5% | +14.6% | -50.1% | -37.6% |
| 3M | -33.9% | +24.8% | -58.8% | -37.8% |
| 6M | -43.3% | +94.7% | -138.0% | -53.5% |
| YTD | +18.7% | +73.4% | -54.7% | -0.3% |
| 1Y | +13.8% | +104.7% | -90.9% | -9.3% |
| 3Y | +495.0% | +101.1% | +393.9% | +357.3% |
| All | +1,035.0% | -11.4% | +1,046.4% | +1,021.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling