+485.4%
P vs CRL
+349.0%
+136.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.0% | +2.1% |
| 7D | +6.5% | -1.0% | +7.6% | +6.9% |
| 30D | +18.8% | +10.7% | +8.2% | +13.6% |
| 3M | +26.7% | +55.3% | -28.5% | +3.8% |
| 6M | +62.2% | +60.7% | +1.5% | +27.2% |
| YTD | +48.5% | +44.6% | +3.9% | +21.5% |
| 1Y | +26.4% | +77.7% | -51.4% | -8.4% |
| 3Y | +159.4% | +37.6% | +121.8% | +94.4% |
| 5Y | +275.8% | -35.8% | +311.6% | +323.8% |
| 10Y | +732.0% | +241.7% | +490.3% | +234.4% |
| All | +485.4% | +349.0% | +136.4% | +146.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling