+6.6%
PL vs CRL
+106.9%
-100.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.1% |
| 7D | +5.6% | -1.7% | +7.4% | +5.9% |
| 30D | -16.9% | +14.6% | -31.5% | -18.9% |
| 3M | -38.2% | +24.8% | -63.1% | -40.5% |
| 6M | -63.4% | +94.7% | -158.1% | -66.7% |
| YTD | -27.6% | +73.4% | -101.0% | -34.7% |
| 1Y | +6.6% | +104.7% | -98.1% | -6.8% |
| All | +6.6% | +106.9% | -100.3% | -6.8% |
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