-53.2%
S vs CRL
-22.4%
-30.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.4% |
| 6M | +47.4% | +60.7% | -13.3% | +13.0% |
| YTD | +32.5% | +44.6% | -12.1% | +6.8% |
| 1Y | +9.5% | +77.7% | -68.2% | -21.6% |
| 3Y | +15.5% | +37.6% | -22.1% | -12.5% |
| 5Y | -71.2% | -35.8% | -35.4% | -61.1% |
| All | -53.2% | -22.4% | -30.9% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling