+133.6%
HOOD vs CRL
-14.9%
+148.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.5% |
| 7D | +3.8% | +8.9% | -5.1% | -0.9% |
| 30D | -26.4% | +14.0% | -40.4% | -31.8% |
| 3M | -14.3% | +19.8% | -34.1% | -22.8% |
| 6M | +3.9% | +102.0% | -98.1% | -31.0% |
| YTD | -28.1% | +70.8% | -98.9% | -48.0% |
| 1Y | -38.8% | +98.7% | -137.5% | -59.3% |
| 3Y | +888.5% | +98.2% | +790.3% | +500.1% |
| 5Y | +131.0% | -11.7% | +142.7% | +118.0% |
| All | +133.6% | -14.9% | +148.6% | +53.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling