+151.8%
TER vs CRL
+86.4%
+65.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.8% | -5.3% | -0.3% |
| 7D | -20.5% | -6.1% | -14.4% | -18.5% |
| 30D | -47.0% | +12.4% | -59.4% | -49.1% |
| 3M | -43.3% | +27.1% | -70.4% | -48.0% |
| 6M | -42.9% | +85.7% | -128.6% | -55.0% |
| YTD | +12.9% | +69.2% | -56.3% | -9.3% |
| 1Y | +18.2% | +97.5% | -79.3% | -10.9% |
| 3Y | +151.8% | +86.1% | +65.7% | +81.0% |
| All | +151.8% | +86.4% | +65.4% | +81.0% |
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