-26.6%
IT vs CRL
+73.3%
-99.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.5% | +1.0% |
| 7D | -12.7% | -6.9% | -5.8% | -11.0% |
| 30D | -8.9% | -3.2% | -5.7% | -8.1% |
| 3M | +10.1% | +46.5% | -36.4% | -0.2% |
| 6M | +7.3% | +63.1% | -55.8% | -6.1% |
| YTD | -32.4% | +36.9% | -69.2% | -35.8% |
| 1Y | -26.6% | +78.1% | -104.8% | -30.4% |
| All | -26.6% | +73.3% | -99.9% | -30.4% |
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