+114.0%
MS vs CRL
-16.7%
+130.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.9% | -4.9% |
| 7D | -3.4% | -16.8% | +13.4% | +1.1% |
| 30D | -3.9% | +2.6% | -6.6% | -4.9% |
| 3M | -15.9% | +20.1% | -36.0% | -20.4% |
| 6M | -2.5% | +68.8% | -71.3% | -16.6% |
| YTD | +5.1% | +56.9% | -51.8% | -9.0% |
| 1Y | +13.0% | +86.7% | -73.7% | -6.9% |
| 3Y | +160.7% | +72.1% | +88.6% | +107.9% |
| 5Y | +114.0% | -16.6% | +130.6% | +95.4% |
| All | +114.0% | -16.7% | +130.8% | +95.4% |
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