+1,024.9%
WMT vs CRL
+1,633.2%
-608.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +10.3% | +11.9% | -1.6% | +8.4% |
| 3M | +11.0% | +20.2% | -9.2% | +8.0% |
| 6M | -2.3% | +107.5% | -109.9% | -11.4% |
| YTD | +15.7% | +69.4% | -53.7% | +6.9% |
| 1Y | +26.0% | +99.7% | -73.8% | +13.9% |
| 3Y | +136.5% | +98.8% | +37.7% | +106.8% |
| 5Y | +176.8% | -12.4% | +189.3% | +167.0% |
| 10Y | +537.5% | +352.9% | +184.7% | +369.0% |
| All | +1,024.9% | +1,633.2% | -608.3% | +619.9% |
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