+726.9%
SPY vs CRL
+1,673.3%
-946.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | +0.2% |
| 7D | -0.6% | -1.7% | +1.1% | -0.3% |
| 30D | -3.7% | +14.6% | -18.3% | -7.3% |
| 3M | -2.7% | +24.8% | -27.6% | -8.6% |
| 6M | +2.2% | +94.7% | -92.5% | -14.8% |
| YTD | +10.8% | +73.4% | -62.5% | -5.9% |
| 1Y | +11.2% | +104.7% | -93.4% | -9.6% |
| 3Y | +76.5% | +101.1% | -24.6% | +36.6% |
| 5Y | +72.9% | -10.8% | +83.7% | +61.3% |
| 10Y | +304.8% | +358.8% | -54.0% | +141.1% |
| All | +726.9% | +1,673.3% | -946.4% | +276.8% |
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