-44.8%
IT vs CRL
-37.4%
-7.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.7% | -4.7% | -6.6% |
| 7D | -9.1% | -0.6% | -8.6% | -8.9% |
| 30D | -7.0% | +5.0% | -12.0% | -8.3% |
| 3M | +7.6% | +50.6% | -43.0% | -5.1% |
| 6M | +2.1% | +60.9% | -58.8% | -12.5% |
| YTD | -31.6% | +40.7% | -72.3% | -38.9% |
| 1Y | -29.9% | +73.3% | -103.2% | -41.5% |
| 3Y | -51.3% | +40.6% | -91.8% | -58.7% |
| 5Y | -44.8% | -37.0% | -7.8% | -35.5% |
| All | -44.8% | -37.4% | -7.4% | -35.5% |
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 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