+9.6%
HPQ vs CRL
-13.0%
+22.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | -1.9% | +8.9% | -10.8% | -4.2% |
| 30D | -5.7% | +14.0% | -19.7% | -9.4% |
| 3M | -0.4% | +19.8% | -20.3% | -6.1% |
| 6M | +40.0% | +102.0% | -62.0% | +13.0% |
| YTD | +34.6% | +70.8% | -36.2% | +12.7% |
| 1Y | +20.4% | +98.7% | -78.3% | -3.9% |
| 3Y | +18.3% | +98.2% | -79.8% | -11.0% |
| 5Y | +9.6% | -11.7% | +21.3% | +7.8% |
| All | +9.6% | -13.0% | +22.6% | +7.8% |
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