+40,128.7%
FIX vs CRL
+1,379.5%
+38,749.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.1% |
| 3M | -15.9% | +55.3% | -71.1% | -26.9% |
| 6M | +12.7% | +60.7% | -47.9% | -4.1% |
| YTD | +72.8% | +44.6% | +28.2% | +50.9% |
| 1Y | +122.9% | +77.7% | +45.1% | +81.8% |
| 3Y | +774.3% | +37.6% | +736.7% | +635.9% |
| 5Y | +2,049.5% | -35.8% | +2,085.3% | +2,107.5% |
| 10Y | +5,821.5% | +241.7% | +5,579.7% | +3,476.6% |
| All | +40,128.7% | +1,379.5% | +38,749.2% | +19,015.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling