-6.0%
U vs CRL
+72.1%
-78.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +3.7% |
| 7D | +4.5% | -0.6% | +5.0% | +4.6% |
| 30D | -0.6% | +5.0% | -5.5% | -2.7% |
| 3M | +48.4% | +50.6% | -2.2% | +24.5% |
| 6M | +115.4% | +60.9% | +54.4% | +74.3% |
| YTD | -3.2% | +40.7% | -44.0% | -16.2% |
| 1Y | -6.0% | +73.3% | -79.4% | -15.7% |
| All | -6.0% | +72.1% | -78.1% | -15.7% |
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 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