+2,511.0%
MAR vs CRL
+1,379.5%
+1,131.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.6% |
| 7D | -4.2% | -1.0% | -3.1% | -3.9% |
| 30D | -6.7% | +10.7% | -17.3% | -9.5% |
| 3M | -12.5% | +55.3% | -67.8% | -23.7% |
| 6M | +0.6% | +60.7% | -60.1% | -14.1% |
| YTD | +9.1% | +44.6% | -35.5% | -4.5% |
| 1Y | +26.2% | +77.7% | -51.5% | +3.0% |
| 3Y | +68.2% | +37.6% | +30.5% | +40.3% |
| 5Y | +163.9% | -35.8% | +199.7% | +169.6% |
| 10Y | +420.6% | +241.7% | +178.8% | +202.9% |
| All | +2,511.0% | +1,379.5% | +1,131.5% | +953.4% |
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