+3,102.2%
LOW vs CRL
+1,657.4%
+1,444.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +1.0% | +5.0% | -4.1% | -0.5% |
| 30D | +25.6% | +13.5% | +12.1% | +20.3% |
| 3M | +5.3% | +21.5% | -16.2% | -1.3% |
| 6M | +3.7% | +103.4% | -99.7% | -16.4% |
| YTD | -1.9% | +71.8% | -73.6% | -18.2% |
| 1Y | +0.6% | +97.5% | -96.9% | -19.5% |
| 3Y | +26.4% | +99.2% | -72.8% | -4.6% |
| 5Y | +10.1% | -12.1% | +22.3% | +2.5% |
| 10Y | +301.3% | +359.2% | -57.9% | +133.0% |
| All | +3,102.2% | +1,657.4% | +1,444.8% | +1,368.1% |
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