+246.5%
GM vs CRL
+774.2%
-527.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.4% |
| 7D | +1.9% | -1.0% | +3.0% | +2.3% |
| 30D | -1.4% | +10.7% | -12.0% | -5.0% |
| 3M | +5.9% | +55.3% | -49.4% | -10.5% |
| 6M | +12.4% | +60.7% | -48.3% | -7.3% |
| YTD | +8.6% | +44.6% | -36.0% | -7.6% |
| 1Y | +52.6% | +77.7% | -25.1% | +19.3% |
| 3Y | +169.7% | +37.6% | +132.0% | +116.1% |
| 5Y | +87.5% | -35.8% | +123.4% | +98.4% |
| 10Y | +233.0% | +241.7% | -8.8% | +64.2% |
| All | +246.5% | +774.2% | -527.8% | +12.5% |
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