+4,633.7%
RMD vs CRL
+1,673.3%
+2,960.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.1% |
| 7D | +3.1% | -1.7% | +4.8% | +3.2% |
| 30D | +1.8% | +14.6% | -12.8% | -2.4% |
| 3M | +6.7% | +24.8% | -18.1% | -0.2% |
| 6M | +13.9% | +94.7% | -80.8% | -5.9% |
| YTD | -2.0% | +73.4% | -75.4% | -17.4% |
| 1Y | -5.4% | +104.7% | -110.1% | -23.8% |
| 3Y | +67.4% | +101.1% | -33.7% | +28.7% |
| 5Y | -5.7% | -10.8% | +5.1% | -12.0% |
| 10Y | +338.4% | +358.8% | -20.4% | +163.7% |
| All | +4,633.7% | +1,673.3% | +2,960.3% | +2,217.8% |
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