+79.3%
PR vs CRL
+38.0%
+41.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.3% |
| 7D | +2.9% | -1.0% | +3.9% | +3.1% |
| 30D | +18.0% | +10.7% | +7.4% | +15.9% |
| 3M | +16.9% | +55.3% | -38.4% | +6.7% |
| 6M | +28.2% | +60.7% | -32.4% | +15.1% |
| YTD | +69.3% | +44.6% | +24.7% | +54.9% |
| 1Y | +69.5% | +77.7% | -8.2% | +45.6% |
| All | +79.3% | +38.0% | +41.3% | +46.8% |
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