+10.7%
O vs CRL
-10.4%
+21.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.8% | -8.6% | -1.5% |
| 7D | +3.7% | -6.1% | +9.8% | +4.2% |
| 30D | +11.2% | +12.4% | -1.2% | +9.5% |
| 3M | -4.0% | +27.1% | -31.1% | -6.8% |
| 6M | -5.2% | +85.7% | -91.0% | -12.1% |
| YTD | +9.5% | +69.2% | -59.7% | +2.1% |
| 1Y | +10.6% | +97.5% | -86.9% | +0.9% |
| 3Y | +38.1% | +86.1% | -48.0% | +22.8% |
| All | +10.7% | -10.4% | +21.0% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling