+137.1%
PSX vs CRL
+42.4%
+94.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.4% |
| 7D | +4.5% | -1.0% | +5.6% | +4.7% |
| 30D | +26.6% | +10.7% | +16.0% | +24.8% |
| 3M | +39.3% | +55.3% | -16.0% | +30.1% |
| 6M | +56.8% | +60.7% | -3.8% | +44.8% |
| YTD | +101.8% | +44.6% | +57.2% | +89.3% |
| 1Y | +99.6% | +77.7% | +21.9% | +78.4% |
| All | +137.1% | +42.4% | +94.7% | +106.9% |
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 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