-1.4%
LOW vs CRL
+85.3%
-86.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -7.3% | +14.8% | +8.1% |
| 7D | +15.6% | -12.8% | +28.4% | +17.1% |
| 30D | +28.6% | +5.0% | +23.6% | +26.7% |
| 3M | +5.8% | +39.4% | -33.5% | -0.7% |
| 6M | +3.8% | +89.4% | -85.5% | -7.7% |
| YTD | -2.8% | +63.6% | -66.4% | -11.9% |
| 1Y | -1.4% | +83.5% | -84.9% | -14.0% |
| All | -1.4% | +85.3% | -86.8% | -14.0% |
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