+32.9%
PL vs CRL
-13.0%
+45.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.5% | -2.8% |
| 7D | +22.3% | +8.9% | +13.4% | +18.2% |
| 30D | -8.3% | +14.0% | -22.3% | -13.0% |
| 3M | -43.3% | +19.8% | -63.1% | -47.3% |
| 6M | -65.8% | +102.0% | -167.9% | -75.0% |
| YTD | -29.5% | +70.8% | -100.4% | -45.8% |
| 1Y | +11.7% | +98.7% | -87.0% | -20.2% |
| 3Y | +540.6% | +98.2% | +442.4% | +328.0% |
| 5Y | +32.9% | -11.7% | +44.6% | +61.4% |
| All | +32.9% | -13.0% | +45.9% | +61.4% |
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