+21.0%
PL vs CRL
+99.6%
-78.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +10.0% | +0.1% | +9.9% | +10.1% |
| 30D | -2.3% | +11.9% | -14.2% | -3.9% |
| 3M | -44.2% | +20.2% | -64.4% | -45.8% |
| 6M | -66.1% | +107.5% | -173.6% | -69.4% |
| YTD | -30.0% | +69.4% | -99.4% | -36.1% |
| 1Y | +21.0% | +99.7% | -78.7% | +14.1% |
| All | +21.0% | +99.6% | -78.5% | +14.1% |
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