+38.8%
M vs CRL
+78.8%
-40.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.2% | +2.8% |
| 7D | +4.7% | -1.0% | +5.8% | +4.9% |
| 30D | -9.6% | +10.7% | -20.3% | -11.1% |
| 3M | +0.9% | +55.3% | -54.4% | -7.4% |
| 6M | +22.3% | +60.7% | -38.4% | +10.6% |
| YTD | +6.5% | +44.6% | -38.1% | -1.4% |
| 1Y | +38.8% | +77.7% | -39.0% | +21.1% |
| All | +38.8% | +78.8% | -40.1% | +21.1% |
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 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