+42.1%
RF vs CRL
-10.4%
+52.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.8% | -8.2% | -2.3% |
| 7D | -0.9% | -6.1% | +5.2% | +0.4% |
| 30D | +6.0% | +12.4% | -6.4% | +2.2% |
| 3M | -8.9% | +27.1% | -36.0% | -15.3% |
| 6M | +2.3% | +85.7% | -83.4% | -15.0% |
| YTD | +7.6% | +69.2% | -61.6% | -9.3% |
| 1Y | +21.2% | +97.5% | -76.4% | -2.5% |
| 3Y | +108.5% | +86.1% | +22.4% | +63.6% |
| All | +42.1% | -10.4% | +52.5% | +22.7% |
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