+147.8%
PR vs CRL
+288.4%
-140.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.8% | -3.7% |
| 7D | -16.5% | -16.8% | +0.2% | -12.0% |
| 30D | -4.5% | +2.6% | -7.2% | -5.5% |
| 3M | +8.5% | +20.1% | -11.5% | +2.3% |
| 6M | -3.3% | +68.8% | -72.2% | -19.2% |
| YTD | +55.7% | +56.9% | -1.2% | +30.7% |
| 1Y | +82.0% | +86.7% | -4.6% | +43.8% |
| 3Y | +62.5% | +72.1% | -9.6% | +23.5% |
| 5Y | +223.9% | -16.6% | +240.5% | +209.4% |
| 10Y | +64.2% | +359.0% | -294.8% | +8.7% |
| All | +147.8% | +288.4% | -140.6% | +60.2% |
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