+26.9%
LOW vs CRL
+100.7%
-73.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +1.0% | +5.0% | -4.1% | +0.2% |
| 30D | +25.6% | +13.5% | +12.1% | +22.3% |
| 3M | +5.3% | +21.5% | -16.2% | +1.2% |
| 6M | +3.7% | +103.4% | -99.7% | -9.4% |
| YTD | -1.9% | +71.8% | -73.6% | -12.3% |
| 1Y | +0.6% | +97.5% | -96.9% | -12.5% |
| All | +26.9% | +100.7% | -73.8% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling