+20.9%
NDAQ vs CRL
+80.3%
-59.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.8% | -7.6% | 0.0% |
| 7D | +0.8% | -6.1% | +6.9% | +1.0% |
| 30D | +16.5% | +12.4% | +4.1% | +15.1% |
| 3M | +13.5% | +27.1% | -13.6% | +11.3% |
| 6M | +20.9% | +85.7% | -64.8% | +16.4% |
| All | +20.9% | +80.3% | -59.3% | +16.4% |
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 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 · 6 months rolling