-63.7%
XYZ vs CRL
-12.1%
-51.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.7% | +3.3% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +11.5% | +11.9% | -0.4% | +2.8% |
| 3M | +1.8% | +20.2% | -18.4% | -10.1% |
| 6M | +21.2% | +107.5% | -86.3% | -23.5% |
| YTD | +29.9% | +69.4% | -39.5% | -8.7% |
| 1Y | +35.8% | +99.7% | -64.0% | -13.8% |
| 3Y | +62.6% | +98.8% | -36.2% | -11.9% |
| All | -63.7% | -12.1% | -51.6% | -60.0% |
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