-36.6%
MOH vs CRL
+38.6%
-75.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | 0.0% | +1.8% |
| 7D | +1.7% | -3.5% | +5.3% | +2.0% |
| 30D | -0.9% | -2.1% | +1.3% | -0.8% |
| 3M | +5.7% | +48.0% | -42.3% | +2.2% |
| 6M | +39.1% | +64.7% | -25.6% | +32.6% |
| YTD | +17.7% | +39.5% | -21.8% | +13.8% |
| 1Y | +8.4% | +74.2% | -65.8% | +2.3% |
| 3Y | -36.6% | +39.4% | -75.9% | -38.3% |
| All | -36.6% | +38.6% | -75.2% | -38.3% |
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 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