+95.4%
NDAQ vs CRL
+42.4%
+53.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.6% |
| 7D | -2.4% | -1.0% | -1.4% | -2.3% |
| 30D | +2.5% | +10.7% | -8.2% | +0.9% |
| 3M | +9.9% | +55.3% | -45.4% | +2.6% |
| 6M | +9.4% | +60.7% | -51.2% | +1.0% |
| YTD | +0.4% | +44.6% | -44.2% | -5.7% |
| 1Y | +4.0% | +77.7% | -73.7% | -5.5% |
| All | +95.4% | +42.4% | +53.0% | +79.3% |
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