-23.3%
WY vs CRL
+97.9%
-121.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +10.1% | +11.9% | -1.8% | +7.1% |
| 3M | -15.4% | +20.2% | -35.5% | -19.0% |
| 6M | -8.3% | +107.5% | -115.8% | -21.9% |
| YTD | -9.8% | +69.4% | -79.2% | -20.6% |
| 1Y | -3.9% | +99.7% | -103.6% | -18.7% |
| 3Y | -23.3% | +98.8% | -122.1% | -44.2% |
| All | -23.3% | +97.9% | -121.2% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling