+1,067.6%
PSX vs CRL
+863.8%
+203.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.8% | -8.4% | -2.5% |
| 7D | -13.1% | -6.1% | -7.0% | -11.9% |
| 30D | -9.5% | +12.4% | -21.9% | -12.5% |
| 3M | +20.2% | +27.1% | -6.9% | +12.3% |
| 6M | +44.9% | +85.7% | -40.8% | +21.3% |
| YTD | +94.4% | +69.2% | +25.2% | +64.3% |
| 1Y | +83.1% | +97.5% | -14.5% | +47.8% |
| 3Y | +132.2% | +86.1% | +46.1% | +79.7% |
| 5Y | +278.8% | -10.0% | +288.9% | +257.3% |
| 10Y | +354.2% | +395.0% | -40.8% | +114.4% |
| All | +1,067.6% | +863.8% | +203.8% | +308.8% |
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 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