-18.4%
Z vs CRL
+72.9%
-91.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.1% | -6.6% | -9.4% |
| 7D | -2.3% | -16.8% | +14.5% | +3.0% |
| 30D | +9.4% | +2.6% | +6.7% | +7.0% |
| 3M | -16.1% | +20.1% | -36.2% | -22.4% |
| 6M | -30.4% | +68.8% | -99.3% | -43.7% |
| YTD | -55.6% | +56.9% | -112.5% | -63.3% |
| 1Y | -58.5% | +86.7% | -145.2% | -67.8% |
| All | -18.4% | +72.9% | -91.3% | -45.3% |
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