+554.0%
XYZ vs CRL
+355.2%
+198.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.8% | -6.1% | -3.1% |
| 7D | +12.1% | -6.1% | +18.2% | +15.1% |
| 30D | +12.4% | +12.4% | 0.0% | +2.0% |
| 3M | +8.2% | +27.1% | -18.9% | -9.8% |
| 6M | +20.7% | +85.7% | -65.0% | -23.4% |
| YTD | +31.3% | +69.2% | -37.9% | -12.5% |
| 1Y | +20.5% | +97.5% | -77.0% | -27.9% |
| 3Y | +72.6% | +86.1% | -13.5% | -7.7% |
| 5Y | -64.0% | -10.0% | -53.9% | -65.9% |
| 10Y | +601.8% | +395.0% | +206.8% | +142.1% |
| All | +554.0% | +355.2% | +198.8% | +133.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling