+12.0%
SPY vs CRL
+97.0%
-85.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | +3.3% | +8.9% | -5.6% | +2.4% |
| 30D | -2.7% | +14.0% | -16.7% | -4.2% |
| 3M | -1.7% | +19.8% | -21.6% | -3.8% |
| 6M | +3.1% | +102.0% | -98.9% | -5.2% |
| YTD | +11.9% | +70.8% | -59.0% | +4.6% |
| 1Y | +12.0% | +98.7% | -86.7% | +1.6% |
| All | +12.0% | +97.0% | -85.0% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling