+119.9%
NDAQ vs CRL
+86.4%
+33.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.8% | -7.6% | -0.8% |
| 7D | +0.8% | -6.1% | +6.9% | +1.5% |
| 30D | +16.5% | +12.4% | +4.1% | +14.2% |
| 3M | +13.5% | +27.1% | -13.6% | +9.1% |
| 6M | +20.9% | +85.7% | -64.8% | +9.3% |
| YTD | +11.4% | +69.2% | -57.8% | +1.8% |
| 1Y | +25.9% | +97.5% | -71.6% | +12.4% |
| 3Y | +119.9% | +86.1% | +33.8% | +92.2% |
| All | +119.9% | +86.4% | +33.4% | +92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling