-54.2%
W vs CRL
-10.4%
-43.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.8% | -9.3% | -6.4% |
| 7D | -3.6% | -6.1% | +2.5% | -0.8% |
| 30D | +7.0% | +12.4% | -5.4% | -2.7% |
| 3M | +7.4% | +27.1% | -19.8% | -10.4% |
| 6M | +69.3% | +85.7% | -16.4% | +6.9% |
| YTD | +11.3% | +69.2% | -57.9% | -27.0% |
| 1Y | +13.2% | +97.5% | -84.3% | -34.0% |
| 3Y | +142.0% | +86.1% | +55.9% | +31.6% |
| All | -54.2% | -10.4% | -43.9% | -53.4% |
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 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