+244.9%
RL vs CRL
-13.0%
+257.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +2.4% | +8.9% | -6.5% | -0.3% |
| 30D | +4.6% | +14.0% | -9.4% | -0.2% |
| 3M | -1.1% | +19.8% | -21.0% | -7.3% |
| 6M | +16.5% | +102.0% | -85.5% | -8.3% |
| YTD | +11.4% | +70.8% | -59.4% | -8.5% |
| 1Y | +16.1% | +98.7% | -82.6% | -9.5% |
| 3Y | +252.6% | +98.2% | +154.5% | +157.8% |
| 5Y | +244.9% | -11.7% | +256.6% | +216.9% |
| All | +244.9% | -13.0% | +257.9% | +216.9% |
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