+151.7%
M vs CRL
+1,379.5%
-1,227.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.2% | +3.1% |
| 7D | +4.7% | -1.0% | +5.8% | +5.1% |
| 30D | -9.6% | +10.7% | -20.3% | -12.8% |
| 3M | +0.9% | +55.3% | -54.4% | -14.1% |
| 6M | +22.3% | +60.7% | -38.4% | +1.9% |
| YTD | +6.5% | +44.6% | -38.1% | -8.6% |
| 1Y | +38.8% | +77.7% | -39.0% | +10.0% |
| 3Y | +115.9% | +37.6% | +78.3% | +77.7% |
| 5Y | +28.6% | -35.8% | +64.5% | +33.0% |
| 10Y | -2.5% | +241.7% | -244.3% | -44.9% |
| All | +151.7% | +1,379.5% | -1,227.8% | +2.3% |
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