-60.0%
Z vs CRL
+97.0%
-157.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -2.1% |
| 7D | -4.9% | +8.9% | -13.8% | -6.9% |
| 30D | +3.0% | +14.0% | -11.0% | -2.6% |
| 3M | -13.4% | +19.8% | -33.3% | -19.7% |
| 6M | -27.3% | +102.0% | -129.4% | -45.9% |
| YTD | -57.8% | +70.8% | -128.6% | -66.4% |
| 1Y | -60.0% | +98.7% | -158.7% | -71.5% |
| All | -60.0% | +97.0% | -157.0% | -71.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling