+58.4%
NDAQ vs CRL
-35.5%
+93.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.5% |
| 7D | -2.4% | -1.0% | -1.4% | -2.3% |
| 30D | +2.5% | +10.7% | -8.2% | +0.4% |
| 3M | +9.9% | +55.3% | -45.4% | +0.5% |
| 6M | +9.4% | +60.7% | -51.2% | -1.4% |
| YTD | +0.4% | +44.6% | -44.2% | -7.6% |
| 1Y | +4.0% | +77.7% | -73.7% | -8.6% |
| 3Y | +94.4% | +37.6% | +56.8% | +73.3% |
| All | +58.4% | -35.5% | +93.9% | +70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling