+27.4%
WMT vs CRL
+85.3%
-58.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -7.3% | +10.7% | +3.1% |
| 7D | +8.8% | -12.8% | +21.5% | +8.2% |
| 30D | +22.9% | +5.0% | +17.9% | +22.9% |
| 3M | +16.1% | +39.4% | -23.3% | +16.7% |
| 6M | -0.5% | +89.4% | -89.8% | +0.8% |
| YTD | +16.7% | +63.6% | -46.9% | +18.7% |
| 1Y | +27.4% | +83.5% | -56.1% | +28.3% |
| All | +27.4% | +85.3% | -58.0% | +28.3% |
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