+29.7%
Q vs CRL
+42.3%
-12.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.7% | +5.0% | +3.0% |
| 7D | +6.7% | -0.6% | +7.3% | +6.8% |
| 30D | -10.6% | +5.0% | -15.6% | -11.7% |
| 3M | -14.6% | +50.6% | -65.2% | -24.9% |
| 6M | +12.1% | +60.9% | -48.9% | -5.4% |
| YTD | +51.3% | +40.7% | +10.5% | +35.4% |
| All | +29.7% | +42.3% | -12.7% | +11.2% |
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