-10.3%
M vs CRL
-10.4%
+0.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +7.8% | -12.4% | -7.2% |
| 7D | -4.3% | -6.1% | +1.8% | -2.8% |
| 30D | +1.3% | +12.4% | -11.1% | -3.8% |
| 3M | -7.4% | +27.1% | -34.5% | -16.1% |
| 6M | +18.3% | +85.7% | -67.4% | -8.1% |
| YTD | +7.6% | +69.2% | -61.6% | -14.8% |
| 1Y | +17.4% | +97.5% | -80.1% | -12.8% |
| 3Y | +108.4% | +86.1% | +22.3% | +46.1% |
| All | -10.3% | -10.4% | +0.1% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling