-16.6%
IT vs CRL
+101.9%
-118.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.3% |
| 7D | -6.8% | +5.0% | -11.9% | -7.8% |
| 30D | -0.6% | +13.5% | -14.1% | -4.7% |
| 3M | +3.1% | +21.5% | -18.5% | -3.3% |
| 6M | +25.5% | +103.4% | -77.9% | -0.4% |
| YTD | -23.5% | +71.8% | -95.3% | -30.1% |
| 1Y | -16.6% | +97.5% | -114.2% | -28.0% |
| All | -16.6% | +101.9% | -118.6% | -28.0% |
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 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