+1,112.1%
PSX vs CRL
+723.8%
+388.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.6% |
| 7D | +4.5% | -1.0% | +5.6% | +4.8% |
| 30D | +26.6% | +10.7% | +16.0% | +23.3% |
| 3M | +39.3% | +55.3% | -16.0% | +23.3% |
| 6M | +56.8% | +60.7% | -3.8% | +35.7% |
| YTD | +101.8% | +44.6% | +57.2% | +78.6% |
| 1Y | +99.6% | +77.7% | +21.9% | +65.1% |
| 3Y | +140.3% | +37.6% | +102.7% | +103.0% |
| 5Y | +339.3% | -35.8% | +375.2% | +361.0% |
| 10Y | +369.9% | +241.7% | +128.1% | +146.9% |
| All | +1,112.1% | +723.8% | +388.3% | +344.3% |
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