+213.5%
TER vs CRL
+72.1%
+141.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +6.9% | +4.7% |
| 7D | +11.0% | -0.6% | +11.5% | +11.0% |
| 30D | -1.9% | +5.0% | -6.8% | -2.8% |
| 3M | -0.7% | +50.6% | -51.3% | -9.6% |
| 6M | +36.4% | +60.9% | -24.6% | +20.6% |
| YTD | +92.4% | +40.7% | +51.7% | +69.9% |
| 1Y | +213.5% | +73.3% | +140.2% | +161.5% |
| All | +213.5% | +72.1% | +141.5% | +161.5% |
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 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