+3,162.4%
RL vs CRL
+1,379.5%
+1,782.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.5% |
| 7D | -0.8% | -1.0% | +0.2% | -0.6% |
| 30D | -7.8% | +10.7% | -18.4% | -10.4% |
| 3M | -4.0% | +55.3% | -59.3% | -15.7% |
| 6M | -1.9% | +60.7% | -62.5% | -15.4% |
| YTD | -0.2% | +44.6% | -44.8% | -11.7% |
| 1Y | +10.7% | +77.7% | -67.1% | -8.2% |
| 3Y | +210.8% | +37.6% | +173.1% | +165.4% |
| 5Y | +238.2% | -35.8% | +274.1% | +245.8% |
| 10Y | +313.4% | +241.7% | +71.6% | +160.6% |
| All | +3,162.4% | +1,379.5% | +1,782.9% | +1,534.4% |
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