+38.9%
S vs CRL
+99.6%
-60.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.5% | -5.7% | -6.1% |
| 7D | +4.1% | +8.9% | -4.8% | +1.3% |
| 30D | -7.2% | +14.0% | -21.1% | -10.8% |
| 3M | 0.0% | +19.8% | -19.9% | -5.9% |
| 6M | +41.6% | +102.0% | -60.4% | +11.2% |
| YTD | +48.6% | +70.8% | -22.2% | +22.7% |
| 1Y | +30.0% | +98.7% | -68.7% | +1.9% |
| All | +38.9% | +99.6% | -60.7% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling