+19.0%
MSCI vs CRL
+85.3%
-66.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -7.3% | +12.7% | +6.1% |
| 7D | +11.5% | -12.8% | +24.2% | +13.0% |
| 30D | +22.1% | +5.0% | +17.1% | +20.6% |
| 3M | +18.4% | +39.4% | -21.0% | +12.9% |
| 6M | +16.6% | +89.4% | -72.7% | +5.3% |
| YTD | +18.8% | +63.6% | -44.7% | +11.2% |
| 1Y | +19.0% | +83.5% | -64.5% | +9.2% |
| All | +19.0% | +85.3% | -66.4% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling