-44.6%
INFY vs CRL
-37.1%
-7.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.5% | +1.1% |
| 7D | -5.4% | -3.5% | -1.8% | -4.7% |
| 30D | -9.9% | -2.1% | -7.7% | -9.5% |
| 3M | -4.6% | +48.0% | -52.5% | -12.0% |
| 6M | -18.5% | +64.7% | -83.2% | -26.8% |
| YTD | -36.5% | +39.5% | -76.0% | -41.3% |
| 1Y | -32.8% | +74.2% | -106.9% | -40.6% |
| 3Y | -32.2% | +39.4% | -71.6% | -39.7% |
| All | -44.6% | -37.1% | -7.5% | -41.7% |
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