+40.9%
XYZ vs CRL
+38.0%
+2.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.1% |
| 7D | -1.0% | -1.0% | +0.1% | -0.5% |
| 30D | -1.7% | +10.7% | -12.4% | -5.7% |
| 3M | +16.7% | +55.3% | -38.5% | -3.1% |
| 6M | +26.9% | +60.7% | -33.8% | +2.7% |
| YTD | +27.1% | +44.6% | -17.5% | +7.5% |
| 1Y | +9.3% | +77.7% | -68.5% | -15.2% |
| All | +40.9% | +38.0% | +2.9% | +5.4% |
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