+71.7%
TER vs CRL
-12.1%
+83.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.0% |
| 7D | +14.4% | +0.1% | +14.2% | +14.4% |
| 30D | -30.6% | +11.9% | -42.5% | -33.5% |
| 3M | -39.2% | +20.2% | -59.3% | -43.6% |
| 6M | -31.3% | +107.5% | -138.8% | -49.9% |
| YTD | +29.1% | +69.4% | -40.3% | +0.6% |
| 1Y | +47.4% | +99.7% | -52.3% | +6.7% |
| 3Y | +191.2% | +98.8% | +92.5% | +96.6% |
| All | +71.7% | -12.1% | +83.8% | +68.7% |
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