+1,524.2%
IT vs CRL
+1,647.7%
-123.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -3.7% | +8.9% | -12.5% | -6.3% |
| 30D | -3.1% | +14.0% | -17.1% | -7.8% |
| 3M | +6.3% | +19.8% | -13.5% | -0.6% |
| 6M | +24.8% | +102.0% | -77.3% | -1.4% |
| YTD | -24.4% | +70.8% | -95.2% | -37.5% |
| 1Y | -17.1% | +98.7% | -115.8% | -34.6% |
| 3Y | -53.6% | +98.2% | -151.8% | -65.5% |
| 5Y | -42.5% | -11.7% | -30.8% | -46.4% |
| 10Y | +88.8% | +356.7% | -267.9% | +7.0% |
| All | +1,524.2% | +1,647.7% | -123.6% | +693.8% |
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