-72.0%
S vs CRL
-35.5%
-36.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.2% |
| 7D | -7.7% | -1.0% | -6.7% | -7.3% |
| 30D | -5.3% | +10.7% | -16.0% | -10.2% |
| 3M | +20.3% | +55.3% | -35.0% | -4.3% |
| 6M | +47.4% | +60.7% | -13.3% | +13.1% |
| YTD | +32.5% | +44.6% | -12.1% | +6.9% |
| 1Y | +9.5% | +77.7% | -68.2% | -21.5% |
| 3Y | +15.5% | +37.6% | -22.1% | -12.4% |
| All | -72.0% | -35.5% | -36.5% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling