+47.1%
GM vs CRL
+80.5%
-33.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | -2.4% | -3.5% | +1.1% | -1.8% |
| 30D | -1.1% | -2.1% | +1.0% | -0.8% |
| 3M | +6.1% | +48.0% | -41.8% | -2.1% |
| 6M | +15.0% | +64.7% | -49.8% | +3.0% |
| YTD | +6.0% | +39.5% | -33.5% | -2.3% |
| 1Y | +47.1% | +74.2% | -27.1% | +31.9% |
| All | +47.1% | +80.5% | -33.4% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling