-30.7%
MUZ vs CRL
+66.1%
-96.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +33.9% | -4.1% | +38.0% | +30.2% |
| 7D | +79.0% | -16.8% | +95.8% | +60.2% |
| 30D | +104.4% | +2.6% | +101.8% | +104.4% |
| 3M | +27.0% | +20.1% | +6.9% | +38.7% |
| All | -30.7% | +66.1% | -96.8% | -1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling