+3,195.0%
MAR vs CRL
+1,647.7%
+1,547.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.9% |
| 7D | +1.8% | +8.9% | -7.1% | -0.9% |
| 30D | +14.3% | +14.0% | +0.3% | +9.2% |
| 3M | +20.0% | +19.8% | +0.2% | +12.6% |
| 6M | +21.7% | +102.0% | -80.3% | -3.1% |
| YTD | +37.7% | +70.8% | -33.2% | +13.7% |
| 1Y | +46.8% | +98.7% | -51.9% | +15.7% |
| 3Y | +121.0% | +98.2% | +22.9% | +64.0% |
| 5Y | +183.1% | -11.7% | +194.8% | +161.1% |
| 10Y | +532.4% | +356.7% | +175.8% | +235.5% |
| All | +3,195.0% | +1,647.7% | +1,547.2% | +1,153.5% |
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