+154.2%
M vs CRL
+1,630.9%
-1,476.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +7.8% | -12.4% | -7.2% |
| 7D | -4.3% | -6.1% | +1.8% | -2.9% |
| 30D | +1.3% | +12.4% | -11.1% | -3.6% |
| 3M | -7.4% | +27.1% | -34.5% | -15.7% |
| 6M | +18.3% | +85.7% | -67.4% | -6.4% |
| YTD | +7.6% | +69.2% | -61.6% | -13.5% |
| 1Y | +17.4% | +97.5% | -80.1% | -10.6% |
| 3Y | +108.4% | +86.1% | +22.3% | +53.6% |
| 5Y | -10.6% | -10.0% | -0.6% | -17.8% |
| 10Y | -3.2% | +395.0% | -398.1% | -51.9% |
| All | +154.2% | +1,630.9% | -1,476.7% | -3.1% |
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