+54.6%
TER vs CRL
-10.4%
+64.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.8% | -5.3% | -0.7% |
| 7D | -20.5% | -6.1% | -14.4% | -18.2% |
| 30D | -47.0% | +12.4% | -59.4% | -49.4% |
| 3M | -43.3% | +27.1% | -70.4% | -48.7% |
| 6M | -42.9% | +85.7% | -128.6% | -56.5% |
| YTD | +12.9% | +69.2% | -56.3% | -12.0% |
| 1Y | +18.2% | +97.5% | -79.3% | -14.1% |
| 3Y | +151.8% | +86.1% | +65.7% | +75.5% |
| All | +54.6% | -10.4% | +64.9% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling