-62.2%
XYZ vs CRL
-12.2%
-50.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.6% |
| 7D | -2.2% | +5.0% | -7.2% | -4.8% |
| 30D | +11.6% | +13.5% | -1.9% | +2.1% |
| 3M | +8.4% | +21.5% | -13.1% | -4.9% |
| 6M | +17.2% | +103.4% | -86.3% | -25.1% |
| YTD | +31.7% | +71.8% | -40.1% | -8.1% |
| 1Y | +30.1% | +97.5% | -67.5% | -16.7% |
| 3Y | +66.4% | +99.2% | -32.8% | -9.5% |
| 5Y | -62.2% | -12.1% | -50.0% | -57.7% |
| All | -62.2% | -12.2% | -50.0% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling