+22.8%
MET vs CRL
+78.8%
-56.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -1.5% |
| 7D | +1.2% | -1.0% | +2.2% | +1.2% |
| 30D | +1.4% | +10.7% | -9.2% | +0.4% |
| 3M | +17.7% | +55.3% | -37.6% | +12.7% |
| 6M | +35.0% | +60.7% | -25.7% | +28.1% |
| YTD | +26.3% | +44.6% | -18.3% | +21.7% |
| 1Y | +22.8% | +77.7% | -54.9% | +16.6% |
| All | +22.8% | +78.8% | -56.0% | +16.6% |
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 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