-12.4%
INFQ vs CRL
+74.7%
-87.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.7% | +9.0% | +7.0% |
| 7D | +7.6% | -0.6% | +8.2% | +7.7% |
| 30D | +14.7% | +5.0% | +9.7% | +13.2% |
| 3M | -7.8% | +50.6% | -58.4% | -20.8% |
| 6M | +28.0% | +60.9% | -32.9% | -1.3% |
| All | -12.4% | +74.7% | -87.0% | -32.6% |
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 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