+83.0%
PL vs CRL
-13.6%
+96.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.6% |
| 7D | -9.3% | -1.0% | -8.3% | -8.9% |
| 30D | -18.9% | +10.7% | -29.6% | -22.2% |
| 3M | -58.4% | +55.3% | -113.7% | -65.5% |
| 6M | -30.3% | +60.7% | -91.0% | -44.4% |
| YTD | -8.1% | +44.6% | -52.7% | -23.7% |
| 1Y | +180.5% | +77.7% | +102.7% | +109.7% |
| 3Y | +444.1% | +37.6% | +406.5% | +339.7% |
| 5Y | +83.0% | -35.8% | +118.9% | +85.3% |
| All | +83.0% | -13.6% | +96.7% | +83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling