+24.5%
Q vs CRL
+71.3%
-46.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.3% |
| 7D | +1.2% | +0.1% | +1.0% | +1.2% |
| 30D | -2.7% | +11.9% | -14.6% | -5.2% |
| 3M | -16.9% | +20.2% | -37.1% | -20.6% |
| 6M | -26.9% | +107.5% | -134.4% | -41.8% |
| YTD | +45.2% | +69.4% | -24.2% | +24.3% |
| 1Y | +38.1% | +99.7% | -61.6% | +12.0% |
| All | +24.5% | +71.3% | -46.8% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling