+291.3%
IR vs CRL
+226.2%
+65.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.9% |
| 7D | -2.8% | -1.0% | -1.8% | -2.5% |
| 30D | -15.1% | +10.7% | -25.8% | -18.3% |
| 3M | +6.1% | +55.3% | -49.2% | -10.0% |
| 6M | -16.8% | +60.7% | -77.5% | -31.2% |
| YTD | -3.5% | +44.6% | -48.2% | -17.6% |
| 1Y | -3.5% | +77.7% | -81.2% | -24.2% |
| 3Y | +9.5% | +37.6% | -28.2% | -11.1% |
| 5Y | +45.1% | -35.8% | +80.9% | +58.0% |
| All | +291.3% | +226.2% | +65.0% | +94.8% |
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 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