+11.4%
O vs CRL
+106.9%
-95.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | 0.0% |
| 7D | +3.5% | -1.7% | +5.3% | +3.5% |
| 30D | +10.4% | +14.6% | -4.2% | +10.8% |
| 3M | -2.4% | +24.8% | -27.3% | -1.9% |
| 6M | -1.2% | +94.7% | -95.9% | +0.8% |
| YTD | +10.4% | +73.4% | -62.9% | +11.1% |
| 1Y | +11.4% | +104.7% | -93.2% | +10.4% |
| All | +11.4% | +106.9% | -95.5% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling