+23.3%
GME vs CRL
+99.6%
-76.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | -4.8% | +11.9% | -16.7% | -7.3% |
| 3M | +39.2% | +20.2% | +19.0% | +33.7% |
| 6M | +17.1% | +107.5% | -90.5% | +1.6% |
| YTD | +28.7% | +69.4% | -40.7% | +18.3% |
| 1Y | +23.3% | +99.7% | -76.4% | +10.5% |
| All | +23.3% | +99.6% | -76.3% | +10.5% |
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 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