+180.9%
P vs CRL
+102.9%
+77.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.3% |
| 7D | -13.3% | -1.7% | -11.6% | -12.9% |
| 30D | -34.0% | +14.6% | -48.6% | -35.7% |
| 3M | +4.1% | +24.8% | -20.8% | -0.5% |
| 6M | +30.5% | +94.7% | -64.2% | +13.1% |
| YTD | +52.2% | +73.4% | -21.2% | +34.9% |
| 1Y | +10.3% | +104.7% | -94.4% | -6.9% |
| 3Y | +180.9% | +101.1% | +79.8% | +94.4% |
| All | +180.9% | +102.9% | +77.9% | +94.4% |
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 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