+40.1%
W vs CRL
+42.4%
-2.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.4% |
| 7D | -4.2% | -1.0% | -3.1% | -3.7% |
| 30D | -7.6% | +10.7% | -18.2% | -12.4% |
| 3M | +37.2% | +55.3% | -18.1% | +7.4% |
| 6M | +26.3% | +60.7% | -34.3% | -4.5% |
| YTD | -1.0% | +44.6% | -45.6% | -21.1% |
| 1Y | +20.1% | +77.7% | -57.7% | -17.2% |
| All | +40.1% | +42.4% | -2.3% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling