+2,785.5%
MSCI vs CRL
+469.2%
+2,316.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.5% |
| 7D | +2.7% | -1.7% | +4.4% | +2.8% |
| 30D | +16.2% | +14.6% | +1.7% | +8.8% |
| 3M | +17.1% | +24.8% | -7.8% | +5.4% |
| 6M | +13.0% | +94.7% | -81.7% | -16.8% |
| YTD | +15.8% | +73.4% | -57.6% | -12.2% |
| 1Y | +15.5% | +104.7% | -89.2% | -18.6% |
| 3Y | +32.3% | +101.1% | -68.7% | -17.2% |
| 5Y | +8.2% | -10.8% | +19.0% | -1.6% |
| 10Y | +800.7% | +358.8% | +441.9% | +252.0% |
| All | +2,785.5% | +469.2% | +2,316.2% | +869.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling