-15.7%
RMD vs CRL
+78.8%
-94.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | -5.0% | -1.0% | -4.0% | -4.8% |
| 30D | +2.2% | +10.7% | -8.4% | +0.2% |
| 3M | +17.8% | +55.3% | -37.4% | +8.0% |
| 6M | -11.3% | +60.7% | -72.0% | -19.5% |
| YTD | -4.4% | +44.6% | -49.0% | -12.0% |
| 1Y | -15.7% | +77.7% | -93.5% | -25.6% |
| All | -15.7% | +78.8% | -94.6% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling