+322.4%
NET vs CRL
+80.2%
+242.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.3% | +4.7% | -0.7% |
| 7D | -16.4% | -12.8% | -3.6% | -13.3% |
| 30D | -25.8% | +5.0% | -30.8% | -26.6% |
| 3M | -11.5% | +39.4% | -50.9% | -18.8% |
| 6M | +18.9% | +89.4% | -70.4% | +0.4% |
| YTD | +35.2% | +63.6% | -28.4% | +17.3% |
| 1Y | +14.5% | +83.5% | -69.0% | -3.6% |
| All | +322.4% | +80.2% | +242.2% | +202.0% |
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 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