+44.9%
IR vs CRL
-12.1%
+57.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +9.2% | +11.9% | -2.7% | +5.1% |
| 3M | +0.9% | +20.2% | -19.2% | -5.1% |
| 6M | +19.2% | +107.5% | -88.3% | -5.6% |
| YTD | +7.5% | +69.4% | -61.9% | -10.5% |
| 1Y | +11.7% | +99.7% | -88.0% | -11.7% |
| 3Y | +23.9% | +98.8% | -74.9% | -7.5% |
| All | +44.9% | -12.1% | +57.0% | +43.0% |
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