-69.7%
RAM vs CRL
+71.8%
-141.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -7.3% | -3.1% | -5.1% |
| 7D | -31.3% | -12.8% | -18.5% | -23.9% |
| 30D | -49.4% | +5.0% | -54.4% | -48.3% |
| 3M | -41.4% | +39.4% | -80.8% | -45.7% |
| All | -69.7% | +71.8% | -141.5% | -77.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling