+17.6%
PM vs CRL
+72.1%
-54.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.0% |
| 7D | -1.3% | -0.6% | -0.7% | -1.3% |
| 30D | -2.6% | +5.0% | -7.5% | -2.2% |
| 3M | +5.8% | +50.6% | -44.8% | +9.0% |
| 6M | +10.6% | +60.9% | -50.4% | +14.7% |
| YTD | +17.2% | +40.7% | -23.6% | +21.4% |
| 1Y | +17.6% | +73.3% | -55.7% | +23.9% |
| All | +17.6% | +72.1% | -54.4% | +23.9% |
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 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