+26.7%
Q vs CRL
+46.3%
-19.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.3% | +2.1% |
| 7D | +0.2% | -1.0% | +1.3% | +0.5% |
| 30D | -11.1% | +10.7% | -21.8% | -13.4% |
| 3M | -22.1% | +55.3% | -77.4% | -32.0% |
| 6M | +0.5% | +60.7% | -60.2% | -14.7% |
| YTD | +47.8% | +44.6% | +3.2% | +31.5% |
| All | +26.7% | +46.3% | -19.5% | +7.9% |
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