+196.2%
W vs CRL
+468.2%
-272.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.8% | -9.3% | -6.7% |
| 7D | -3.6% | -6.1% | +2.5% | -0.6% |
| 30D | +7.0% | +12.4% | -5.4% | -3.3% |
| 3M | +7.4% | +27.1% | -19.8% | -11.5% |
| 6M | +69.3% | +85.7% | -16.4% | +4.1% |
| YTD | +11.3% | +69.2% | -57.9% | -28.9% |
| 1Y | +13.2% | +97.5% | -84.3% | -35.9% |
| 3Y | +142.0% | +86.1% | +55.9% | +29.0% |
| 5Y | -54.6% | -10.0% | -44.6% | -57.2% |
| 10Y | +243.7% | +395.0% | -151.3% | +0.5% |
| All | +196.2% | +468.2% | -272.0% | -12.7% |
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 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