+26.2%
MAR vs CRL
+78.8%
-52.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.3% |
| 7D | -4.2% | -1.0% | -3.1% | -4.0% |
| 30D | -6.7% | +10.7% | -17.3% | -7.9% |
| 3M | -12.5% | +55.3% | -67.8% | -17.4% |
| 6M | +0.6% | +60.7% | -60.1% | -6.1% |
| YTD | +9.1% | +44.6% | -35.5% | +3.3% |
| 1Y | +26.2% | +77.7% | -51.5% | +17.1% |
| All | +26.2% | +78.8% | -52.6% | +17.1% |
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 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