+325.3%
IR vs CRL
+281.7%
+43.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.8% | -6.4% | -1.3% |
| 7D | +3.7% | -6.1% | +9.8% | +5.6% |
| 30D | +7.4% | +12.4% | -4.9% | +2.4% |
| 3M | -5.9% | +27.1% | -33.0% | -14.5% |
| 6M | +5.6% | +85.7% | -80.2% | -17.1% |
| YTD | +4.8% | +69.2% | -64.4% | -16.1% |
| 1Y | +6.9% | +97.5% | -90.6% | -19.2% |
| 3Y | +27.6% | +86.1% | -58.5% | -8.3% |
| 5Y | +45.8% | -10.0% | +55.9% | +37.9% |
| All | +325.3% | +281.7% | +43.6% | +98.5% |
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