+948.1%
FIX vs CRL
-10.4%
+958.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.8% | -2.4% | +3.2% |
| 7D | -17.5% | -6.1% | -11.4% | -15.7% |
| 30D | -41.6% | +12.4% | -54.0% | -43.2% |
| 3M | -40.6% | +27.1% | -67.7% | -44.3% |
| 6M | -49.4% | +85.7% | -135.1% | -57.9% |
| YTD | +9.2% | +69.2% | -60.0% | -7.7% |
| 1Y | +6.5% | +97.5% | -91.1% | -14.2% |
| 3Y | +448.7% | +86.1% | +362.6% | +331.3% |
| All | +948.1% | -10.4% | +958.4% | +919.8% |
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