+36.8%
S vs CRL
+111.4%
-74.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.7% | +3.4% | +6.7% |
| 7D | +1.6% | +4.4% | -2.8% | +0.2% |
| 30D | -10.5% | +17.1% | -27.5% | -13.8% |
| 3M | +9.9% | +32.1% | -22.2% | +2.5% |
| 6M | +41.8% | +98.9% | -57.2% | +16.9% |
| YTD | +56.8% | +77.1% | -20.3% | +35.9% |
| All | +36.8% | +111.4% | -74.6% | +6.9% |
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 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