+306.6%
RF vs CRL
+1,505.2%
-1,198.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +1.9% | -0.8% |
| 7D | -1.6% | -16.8% | +15.1% | +4.1% |
| 30D | +5.0% | +2.6% | +2.4% | +3.5% |
| 3M | -10.0% | +20.1% | -30.0% | -16.2% |
| 6M | +3.3% | +68.8% | -65.5% | -15.2% |
| YTD | +7.9% | +56.9% | -49.0% | -10.6% |
| 1Y | +21.2% | +86.7% | -65.4% | -5.5% |
| 3Y | +105.8% | +72.1% | +33.7% | +55.8% |
| 5Y | +43.7% | -16.6% | +60.3% | +34.4% |
| 10Y | +289.4% | +359.0% | -69.6% | +96.1% |
| All | +306.6% | +1,505.2% | -1,198.6% | +63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling