+25.0%
V vs CRL
+97.0%
-72.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.6% |
| 7D | -0.4% | +8.9% | -9.2% | -0.7% |
| 30D | +6.3% | +14.0% | -7.7% | +5.2% |
| 3M | +17.2% | +19.8% | -2.7% | +15.5% |
| 6M | +29.2% | +102.0% | -72.8% | +23.7% |
| YTD | +20.8% | +70.8% | -50.1% | +17.3% |
| 1Y | +25.0% | +98.7% | -73.7% | +18.7% |
| All | +25.0% | +97.0% | -72.0% | +18.7% |
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