+244.0%
RL vs CRL
-35.5%
+279.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.5% |
| 7D | -0.8% | -1.0% | +0.2% | -0.5% |
| 30D | -7.8% | +10.7% | -18.4% | -10.6% |
| 3M | -4.0% | +55.3% | -59.3% | -16.6% |
| 6M | -1.9% | +60.7% | -62.5% | -16.5% |
| YTD | -0.2% | +44.6% | -44.8% | -12.6% |
| 1Y | +10.7% | +77.7% | -67.1% | -9.9% |
| 3Y | +210.8% | +37.6% | +173.1% | +161.0% |
| All | +244.0% | -35.5% | +279.5% | +211.6% |
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