+21.1%
PL vs CRL
-10.4%
+31.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +7.8% | +2.6% | +7.0% |
| 7D | -6.8% | -6.1% | -0.7% | -4.1% |
| 30D | -29.3% | +12.4% | -41.7% | -32.6% |
| 3M | -44.8% | +27.1% | -71.9% | -50.1% |
| 6M | -68.4% | +85.7% | -154.1% | -76.1% |
| YTD | -36.4% | +69.2% | -105.6% | -50.9% |
| 1Y | +0.7% | +97.5% | -96.8% | -28.1% |
| 3Y | +455.3% | +86.1% | +369.2% | +284.1% |
| All | +21.1% | -10.4% | +31.5% | +40.4% |
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