+1,525.7%
IT vs CRL
+1,712.0%
-186.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | -0.9% |
| 7D | -18.8% | +4.4% | -23.2% | -20.3% |
| 30D | -0.1% | +17.1% | -17.1% | -5.6% |
| 3M | +2.9% | +32.1% | -29.2% | -6.5% |
| 6M | +20.4% | +98.9% | -78.5% | -4.3% |
| YTD | -24.3% | +77.1% | -101.4% | -38.1% |
| 1Y | -17.2% | +110.3% | -127.4% | -35.7% |
| 3Y | -52.4% | +108.5% | -160.9% | -65.1% |
| 5Y | -43.7% | -7.9% | -35.9% | -48.2% |
| 10Y | +90.3% | +368.9% | -278.6% | +7.0% |
| All | +1,525.7% | +1,712.0% | -186.3% | +686.2% |
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