+9.1%
IR vs CRL
+85.3%
-76.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.3% | +6.8% | +1.0% |
| 7D | +11.6% | -12.8% | +24.3% | +14.4% |
| 30D | +7.2% | +5.0% | +2.2% | +5.6% |
| 3M | -5.9% | +39.4% | -45.2% | -13.1% |
| 6M | +11.5% | +89.4% | -77.9% | -4.2% |
| YTD | +6.3% | +63.6% | -57.2% | -7.1% |
| 1Y | +9.1% | +83.5% | -74.4% | -7.8% |
| All | +9.1% | +85.3% | -76.3% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling