+363.8%
PSX vs CRL
-37.4%
+401.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +2.0% |
| 7D | +2.8% | -0.6% | +3.4% | +2.9% |
| 30D | +27.8% | +5.0% | +22.8% | +26.9% |
| 3M | +42.0% | +50.6% | -8.6% | +33.6% |
| 6M | +58.1% | +60.9% | -2.8% | +46.2% |
| YTD | +105.0% | +40.7% | +64.3% | +93.1% |
| 1Y | +104.9% | +73.3% | +31.6% | +85.3% |
| 3Y | +134.1% | +40.6% | +93.5% | +111.1% |
| 5Y | +363.8% | -37.0% | +400.8% | +296.9% |
| All | +363.8% | -37.4% | +401.2% | +296.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling