+2,593.6%
NDAQ vs CRL
+861.6%
+1,732.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.8% | -7.6% | -2.2% |
| 7D | +0.8% | -6.1% | +6.9% | +2.4% |
| 30D | +16.5% | +12.4% | +4.1% | +11.3% |
| 3M | +13.5% | +27.1% | -13.6% | +3.7% |
| 6M | +20.9% | +85.7% | -64.8% | -3.7% |
| YTD | +11.4% | +69.2% | -57.8% | -9.6% |
| 1Y | +25.9% | +97.5% | -71.6% | -3.3% |
| 3Y | +119.9% | +86.1% | +33.8% | +59.0% |
| 5Y | +61.7% | -10.0% | +71.8% | +47.3% |
| 10Y | +481.6% | +395.0% | +86.6% | +151.6% |
| All | +2,593.6% | +861.6% | +1,732.0% | +591.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling