+120.1%
MAR vs CRL
+97.9%
+22.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.2% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +13.8% | +11.9% | +1.9% | +10.9% |
| 3M | +20.3% | +20.2% | +0.1% | +15.4% |
| 6M | +21.3% | +107.5% | -86.2% | +4.0% |
| YTD | +37.2% | +69.4% | -32.2% | +21.6% |
| 1Y | +48.4% | +99.7% | -51.3% | +27.0% |
| 3Y | +120.1% | +98.8% | +21.4% | +74.1% |
| All | +120.1% | +97.9% | +22.2% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling