+16.7%
U vs CRL
+106.9%
-90.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.3% |
| 7D | +24.4% | -1.7% | +26.1% | +24.7% |
| 30D | +7.4% | +14.6% | -7.2% | -0.3% |
| 3M | +16.8% | +24.8% | -8.0% | +3.1% |
| 6M | +78.8% | +94.7% | -15.9% | +21.1% |
| YTD | +14.0% | +73.4% | -59.4% | -11.3% |
| 1Y | +16.7% | +104.7% | -87.9% | -14.3% |
| All | +16.7% | +106.9% | -90.2% | -14.3% |
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