+3.8%
MSCI vs CRL
-10.4%
+14.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.8% | -10.1% | -4.2% |
| 7D | +2.8% | -6.1% | +8.9% | +4.0% |
| 30D | +15.4% | +12.4% | +3.0% | +11.4% |
| 3M | +13.4% | +27.1% | -13.7% | +5.7% |
| 6M | +10.9% | +85.7% | -74.8% | -7.4% |
| YTD | +13.0% | +69.2% | -56.2% | -4.1% |
| 1Y | +12.0% | +97.5% | -85.5% | -9.2% |
| 3Y | +34.1% | +86.1% | -52.0% | +0.3% |
| All | +3.8% | -10.4% | +14.2% | +15.0% |
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