+1,026.4%
MKTX vs CRL
+497.3%
+529.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.2% |
| 7D | +0.3% | -4.6% | +4.9% | +1.8% |
| 30D | +1.0% | +0.5% | +0.5% | +0.7% |
| 3M | +40.8% | +46.6% | -5.8% | +23.0% |
| 6M | -10.9% | +57.3% | -68.2% | -25.2% |
| YTD | -8.6% | +39.5% | -48.1% | -20.7% |
| 1Y | -11.6% | +76.9% | -88.4% | -30.1% |
| 3Y | -24.5% | +39.4% | -63.9% | -40.1% |
| 5Y | -60.7% | -37.2% | -23.5% | -58.7% |
| 10Y | +5.1% | +253.4% | -248.3% | -51.3% |
| All | +1,026.4% | +497.3% | +529.0% | +231.3% |
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 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