+281.3%
P vs CRL
-35.5%
+316.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.0% | +1.8% |
| 7D | +6.5% | -1.0% | +7.6% | +6.8% |
| 30D | +18.8% | +10.7% | +8.2% | +15.5% |
| 3M | +26.7% | +55.3% | -28.5% | +11.6% |
| 6M | +62.2% | +60.7% | +1.5% | +39.2% |
| YTD | +48.5% | +44.6% | +3.9% | +31.3% |
| 1Y | +26.4% | +77.7% | -51.4% | +3.1% |
| 3Y | +159.4% | +37.6% | +121.8% | +118.0% |
| All | +281.3% | -35.5% | +316.8% | +294.0% |
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 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