+72.6%
XYZ vs CRL
+86.4%
-13.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.8% | -6.1% | -0.9% |
| 7D | +12.1% | -6.1% | +18.2% | +13.9% |
| 30D | +12.4% | +12.4% | 0.0% | +6.3% |
| 3M | +8.2% | +27.1% | -18.9% | -2.4% |
| 6M | +20.7% | +85.7% | -65.0% | -7.0% |
| YTD | +31.3% | +69.2% | -37.9% | +4.3% |
| 1Y | +20.5% | +97.5% | -77.0% | -9.5% |
| 3Y | +72.6% | +86.1% | -13.5% | +27.8% |
| All | +72.6% | +86.4% | -13.8% | +27.8% |
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