+44.1%
IR vs CRL
-10.4%
+54.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.8% | -6.4% | -0.8% |
| 7D | +3.7% | -6.1% | +9.8% | +5.2% |
| 30D | +7.4% | +12.4% | -4.9% | +3.3% |
| 3M | -5.9% | +27.1% | -33.0% | -13.0% |
| 6M | +5.6% | +85.7% | -80.2% | -13.5% |
| YTD | +4.8% | +69.2% | -64.4% | -12.7% |
| 1Y | +6.9% | +97.5% | -90.6% | -15.2% |
| 3Y | +27.6% | +86.1% | -58.5% | -2.7% |
| All | +44.1% | -10.4% | +54.5% | +40.1% |
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