+65.5%
T vs CRL
+97.9%
-32.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | +2.5% | +0.1% | +2.4% | +2.6% |
| 30D | -3.8% | +11.9% | -15.7% | -3.4% |
| 3M | -8.7% | +20.2% | -28.9% | -8.2% |
| 6M | -8.1% | +107.5% | -115.7% | -6.5% |
| YTD | -6.4% | +69.4% | -75.9% | -4.9% |
| 1Y | -9.8% | +99.7% | -109.5% | -8.5% |
| 3Y | +65.5% | +98.8% | -33.3% | +72.2% |
| All | +65.5% | +97.9% | -32.4% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling