+2,105.4%
FIX vs CRL
-35.5%
+2,141.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.4% |
| 7D | +6.0% | -1.0% | +7.1% | +6.3% |
| 30D | -7.2% | +10.7% | -17.9% | -9.8% |
| 3M | -15.9% | +55.3% | -71.1% | -26.0% |
| 6M | +12.7% | +60.7% | -47.9% | -2.8% |
| YTD | +72.8% | +44.6% | +28.2% | +52.7% |
| 1Y | +122.9% | +77.7% | +45.1% | +84.5% |
| 3Y | +774.3% | +37.6% | +736.7% | +649.6% |
| All | +2,105.4% | -35.5% | +2,141.0% | +2,069.5% |
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