-69.0%
S vs CRL
-12.1%
-56.9%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | +2.0% | +0.1% | +1.8% | +2.0% |
| 30D | -2.7% | +11.9% | -14.6% | -7.9% |
| 3M | -6.9% | +20.2% | -27.0% | -15.4% |
| 6M | +38.1% | +107.5% | -69.5% | -5.9% |
| YTD | +48.0% | +69.4% | -21.4% | +10.1% |
| 1Y | +34.5% | +99.7% | -65.3% | -8.4% |
| 3Y | +38.3% | +98.8% | -60.5% | -17.3% |
| All | -69.0% | -12.1% | -56.9% | -55.3% |
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