+40.6%
S vs CRL
+86.4%
-45.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.8% | -6.2% | -0.8% |
| 7D | -13.4% | -6.1% | -7.3% | -11.8% |
| 30D | -14.0% | +12.4% | -26.4% | -17.1% |
| 3M | +4.9% | +27.1% | -22.3% | -3.2% |
| 6M | +42.0% | +85.7% | -43.7% | +14.5% |
| YTD | +45.1% | +69.2% | -24.1% | +20.0% |
| 1Y | +33.1% | +97.5% | -64.5% | +4.2% |
| 3Y | +40.6% | +86.1% | -45.5% | +4.4% |
| All | +40.6% | +86.4% | -45.8% | +4.4% |
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 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