-57.4%
MUZ vs CRL
+81.8%
-139.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | -0.9% | -23.0% | -24.7% |
| 7D | -17.7% | +5.0% | -22.7% | -11.6% |
| 30D | +14.5% | +13.5% | +0.9% | +26.9% |
| 3M | -25.7% | +21.5% | -47.3% | -13.7% |
| All | -57.4% | +81.8% | -139.2% | -33.4% |
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 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 · Available span rolling