+18.0%
Q vs CRL
+85.3%
-67.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.3% | +7.2% | +1.7% |
| 7D | -3.3% | -12.8% | +9.5% | 0.0% |
| 30D | -9.7% | +5.0% | -14.7% | -10.7% |
| 3M | -16.1% | +39.4% | -55.5% | -23.1% |
| 6M | -15.7% | +89.4% | -105.0% | -31.1% |
| YTD | +45.7% | +63.6% | -17.8% | +25.4% |
| 1Y | +18.0% | +83.5% | -65.5% | -3.9% |
| All | +18.0% | +85.3% | -67.3% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling