+156.4%
MAR vs CRL
-37.4%
+193.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.7% |
| 7D | -1.7% | -0.6% | -1.2% | -1.6% |
| 30D | -6.9% | +5.0% | -11.9% | -7.9% |
| 3M | -15.8% | +50.6% | -66.4% | -23.2% |
| 6M | +1.9% | +60.9% | -59.0% | -9.0% |
| YTD | +6.6% | +40.7% | -34.1% | -2.4% |
| 1Y | +23.7% | +73.3% | -49.6% | +7.5% |
| 3Y | +64.6% | +40.6% | +24.0% | +44.0% |
| 5Y | +156.4% | -37.0% | +193.3% | +137.6% |
| All | +156.4% | -37.4% | +193.8% | +137.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling