-7.5%
MSCI vs CRL
-35.5%
+28.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | +0.4% | -1.0% | +1.4% | +0.6% |
| 30D | +0.6% | +10.7% | -10.1% | -2.2% |
| 3M | -7.1% | +55.3% | -62.4% | -18.1% |
| 6M | +0.8% | +60.7% | -59.8% | -12.8% |
| YTD | +1.0% | +44.6% | -43.6% | -10.3% |
| 1Y | +4.3% | +77.7% | -73.4% | -13.5% |
| 3Y | +9.9% | +37.6% | -27.7% | -7.5% |
| All | -7.5% | -35.5% | +28.1% | +11.6% |
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