+18.9%
NET vs CRL
+98.0%
-79.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.3% | +4.7% | -0.3% |
| 7D | -16.4% | -12.8% | -3.6% | -12.7% |
| 30D | -25.8% | +5.0% | -30.8% | -26.1% |
| 3M | -11.5% | +39.4% | -50.9% | -18.1% |
| 6M | +18.9% | +89.4% | -70.4% | -7.4% |
| All | +18.9% | +98.0% | -79.1% | -7.4% |
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