-3.0%
M vs CRL
-13.0%
+10.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -1.9% |
| 7D | +0.6% | +8.9% | -8.3% | -2.4% |
| 30D | +7.0% | +14.0% | -7.0% | +1.2% |
| 3M | +3.1% | +19.8% | -16.7% | -4.5% |
| 6M | +33.5% | +102.0% | -68.5% | +0.5% |
| YTD | +13.4% | +70.8% | -57.4% | -10.5% |
| 1Y | +22.4% | +98.7% | -76.3% | -9.2% |
| 3Y | +150.9% | +98.2% | +52.7% | +70.6% |
| 5Y | -3.0% | -11.7% | +8.6% | -11.5% |
| All | -3.0% | -13.0% | +10.0% | -11.5% |
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