-24.0%
MKTX vs CRL
+38.6%
-62.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.2% |
| 7D | -0.2% | -3.5% | +3.3% | 0.0% |
| 30D | +0.7% | -2.1% | +2.9% | +0.8% |
| 3M | +40.8% | +48.0% | -7.2% | +37.5% |
| 6M | -8.0% | +64.7% | -72.7% | -11.0% |
| YTD | -8.7% | +39.5% | -48.2% | -10.7% |
| 1Y | -11.8% | +74.2% | -86.0% | -15.4% |
| 3Y | -24.0% | +39.4% | -63.4% | -20.8% |
| All | -24.0% | +38.6% | -62.6% | -20.8% |
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