+25.6%
M vs CRL
+111.4%
-85.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +4.7% | +3.4% | +7.5% |
| 7D | +2.5% | +4.4% | -1.8% | +1.8% |
| 30D | +10.1% | +17.1% | -7.0% | +7.0% |
| 3M | -0.9% | +32.1% | -33.0% | -5.8% |
| 6M | +30.2% | +98.9% | -68.8% | +12.3% |
| YTD | +16.3% | +77.1% | -60.8% | +2.9% |
| All | +25.6% | +111.4% | -85.8% | +0.2% |
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