+202.8%
TER vs CRL
-35.5%
+238.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.1% | +6.2% |
| 7D | +0.6% | -1.0% | +1.6% | +1.0% |
| 30D | -8.3% | +10.7% | -18.9% | -12.1% |
| 3M | -12.2% | +55.3% | -67.5% | -27.4% |
| 6M | +17.1% | +60.7% | -43.6% | -5.5% |
| YTD | +84.7% | +44.6% | +40.0% | +53.9% |
| 1Y | +199.9% | +77.7% | +122.2% | +125.5% |
| 3Y | +232.8% | +37.6% | +195.1% | +165.7% |
| All | +202.8% | -35.5% | +238.4% | +214.6% |
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