+21.7%
P vs CRL
+101.9%
-80.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.3% | +4.6% |
| 7D | -4.7% | +5.0% | -9.7% | -5.5% |
| 30D | -31.4% | +13.5% | -45.0% | -31.8% |
| 3M | -2.6% | +21.5% | -24.2% | -3.8% |
| 6M | +21.9% | +103.4% | -81.5% | +22.2% |
| YTD | +58.9% | +71.8% | -12.9% | +63.5% |
| 1Y | +21.7% | +97.5% | -75.8% | +47.0% |
| All | +21.7% | +101.9% | -80.2% | +47.0% |
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 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