+163.6%
W vs CRL
+385.7%
-222.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.7% |
| 7D | -4.2% | -1.0% | -3.1% | -3.5% |
| 30D | -7.6% | +10.7% | -18.2% | -14.1% |
| 3M | +37.2% | +55.3% | -18.1% | -1.2% |
| 6M | +26.3% | +60.7% | -34.3% | -13.5% |
| YTD | -1.0% | +44.6% | -45.6% | -27.7% |
| 1Y | +20.1% | +77.7% | -57.7% | -27.0% |
| 3Y | +37.8% | +37.6% | +0.2% | -5.9% |
| 5Y | -63.7% | -35.8% | -27.8% | -55.8% |
| 10Y | +156.3% | +241.7% | -85.4% | -5.9% |
| All | +163.6% | +385.7% | -222.1% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling