+284.1%
GE vs CRL
+42.4%
+241.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.7% | +1.4% |
| 7D | -1.6% | -1.0% | -0.6% | -1.4% |
| 30D | -11.6% | +10.7% | -22.2% | -13.3% |
| 3M | +3.0% | +55.3% | -52.3% | -5.4% |
| 6M | -0.5% | +60.7% | -61.2% | -9.8% |
| YTD | +9.7% | +44.6% | -34.9% | +1.2% |
| 1Y | +20.0% | +77.7% | -57.7% | +6.3% |
| All | +284.1% | +42.4% | +241.6% | +255.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling