+19.1%
MA vs CRL
+101.9%
-82.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.3% |
| 7D | -1.8% | +5.0% | -6.8% | -2.1% |
| 30D | +11.0% | +13.5% | -2.5% | +9.4% |
| 3M | +17.9% | +21.5% | -3.7% | +15.3% |
| 6M | +33.2% | +103.4% | -70.3% | +23.7% |
| YTD | +16.5% | +71.8% | -55.3% | +9.2% |
| 1Y | +19.1% | +97.5% | -78.4% | +6.7% |
| All | +19.1% | +101.9% | -82.8% | +6.7% |
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