+71.1%
HCA vs CRL
-38.6%
+109.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.1% |
| 7D | +2.9% | -6.9% | +9.9% | +4.0% |
| 30D | +2.4% | -3.2% | +5.6% | +2.8% |
| 3M | +13.0% | +46.5% | -33.5% | +6.8% |
| 6M | -21.4% | +63.1% | -84.5% | -27.3% |
| YTD | -9.5% | +36.9% | -46.3% | -14.4% |
| 1Y | +7.5% | +78.1% | -70.6% | -3.5% |
| 3Y | +57.6% | +36.7% | +20.9% | +43.3% |
| 5Y | +71.1% | -38.1% | +109.2% | +76.2% |
| All | +71.1% | -38.6% | +109.7% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling