+1,486.6%
IT vs CRL
+1,379.5%
+107.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -3.0% | -4.1% |
| 7D | -6.0% | -1.0% | -5.0% | -5.7% |
| 30D | 0.0% | +10.7% | -10.6% | -3.0% |
| 3M | +13.1% | +55.3% | -42.2% | -1.7% |
| 6M | +11.7% | +60.7% | -49.0% | -4.9% |
| YTD | -26.1% | +44.6% | -70.7% | -35.0% |
| 1Y | -21.3% | +77.7% | -99.0% | -35.4% |
| 3Y | -46.7% | +37.6% | -84.4% | -55.2% |
| 5Y | -40.5% | -35.8% | -4.7% | -38.3% |
| 10Y | +103.9% | +241.7% | -137.8% | +26.8% |
| All | +1,486.6% | +1,379.5% | +107.1% | +725.7% |
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