+11.1%
PL vs CRL
-16.7%
+27.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.1% | -6.1% | -8.4% |
| 7D | -20.5% | -16.8% | -3.8% | -13.9% |
| 30D | -38.8% | +2.6% | -41.4% | -39.4% |
| 3M | -49.1% | +20.1% | -69.2% | -52.9% |
| 6M | -69.4% | +68.8% | -138.2% | -76.0% |
| YTD | -42.3% | +56.9% | -99.3% | -54.1% |
| 1Y | -14.2% | +86.7% | -100.8% | -37.4% |
| 3Y | +398.7% | +72.1% | +326.6% | +256.5% |
| 5Y | +11.1% | -16.6% | +27.7% | +28.3% |
| All | +11.1% | -16.7% | +27.9% | +28.3% |
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