+290.4%
P vs CRL
-13.0%
+303.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.6% |
| 7D | +17.8% | +8.9% | +9.0% | +14.8% |
| 30D | -29.9% | +14.0% | -43.8% | -32.2% |
| 3M | -1.2% | +19.8% | -21.0% | -6.0% |
| 6M | +32.1% | +102.0% | -69.9% | +7.0% |
| YTD | +64.3% | +70.8% | -6.5% | +38.6% |
| 1Y | +24.3% | +98.7% | -74.4% | -1.0% |
| 3Y | +203.2% | +98.2% | +105.1% | +123.7% |
| 5Y | +290.4% | -11.7% | +302.1% | +349.2% |
| All | +290.4% | -13.0% | +303.4% | +349.2% |
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