+3,048.7%
LOW vs CRL
+1,633.2%
+1,415.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.3% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +21.7% | +11.9% | +9.8% | +17.0% |
| 3M | +5.0% | +20.2% | -15.1% | -1.3% |
| 6M | +4.6% | +107.5% | -102.9% | -16.2% |
| YTD | -3.5% | +69.4% | -72.9% | -19.3% |
| 1Y | +0.5% | +99.7% | -99.2% | -19.8% |
| 3Y | +24.8% | +98.8% | -74.0% | -5.8% |
| 5Y | +6.5% | -12.4% | +18.9% | -0.9% |
| 10Y | +294.6% | +352.9% | -58.3% | +130.0% |
| All | +3,048.7% | +1,633.2% | +1,415.5% | +1,348.9% |
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 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