-60.3%
MKTX vs CRL
-38.6%
-21.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.2% |
| 7D | -0.2% | -6.9% | +6.8% | +0.9% |
| 30D | +0.8% | -3.2% | +4.0% | +1.2% |
| 3M | +41.1% | +46.5% | -5.4% | +32.9% |
| 6M | -9.5% | +63.1% | -72.7% | -16.8% |
| YTD | -8.7% | +36.9% | -45.5% | -13.8% |
| 1Y | -10.0% | +78.1% | -88.1% | -19.2% |
| 3Y | -24.6% | +36.7% | -61.3% | -30.2% |
| 5Y | -60.3% | -38.1% | -22.2% | -57.3% |
| All | -60.3% | -38.6% | -21.7% | -57.3% |
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