+24,005.7%
FIX vs CRL
+1,505.2%
+22,500.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.1% | -7.5% | -10.3% |
| 7D | -27.2% | -16.8% | -10.5% | -22.7% |
| 30D | -46.9% | +2.6% | -49.6% | -47.2% |
| 3M | -44.4% | +20.1% | -64.5% | -47.4% |
| 6M | -50.9% | +68.8% | -119.7% | -58.6% |
| YTD | +3.5% | +56.9% | -53.4% | -11.7% |
| 1Y | -2.1% | +86.7% | -88.8% | -21.0% |
| 3Y | +418.7% | +72.1% | +346.7% | +309.2% |
| 5Y | +894.6% | -16.6% | +911.1% | +847.4% |
| 10Y | +3,465.5% | +359.0% | +3,106.5% | +1,889.3% |
| All | +24,005.7% | +1,505.2% | +22,500.5% | +11,083.6% |
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