+73.2%
PR vs CRL
+86.4%
-13.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.8% | -5.9% | +0.5% |
| 7D | -16.4% | -6.1% | -10.3% | -15.5% |
| 30D | -1.9% | +12.4% | -14.3% | -4.0% |
| 3M | +8.0% | +27.1% | -19.2% | +3.1% |
| 6M | +4.1% | +85.7% | -81.6% | -8.6% |
| YTD | +58.7% | +69.2% | -10.5% | +40.6% |
| 1Y | +75.8% | +97.5% | -21.7% | +48.9% |
| 3Y | +73.2% | +86.1% | -12.9% | +37.8% |
| All | +73.2% | +86.4% | -13.3% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling