-20.4%
Z vs CRL
+86.4%
-106.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.8% | -10.3% | -4.8% |
| 7D | -4.6% | -6.1% | +1.5% | -3.2% |
| 30D | +8.3% | +12.4% | -4.1% | +2.9% |
| 3M | -11.6% | +27.1% | -38.7% | -19.7% |
| 6M | -33.6% | +85.7% | -119.4% | -47.9% |
| YTD | -56.7% | +69.2% | -125.9% | -65.1% |
| 1Y | -59.1% | +97.5% | -156.6% | -68.8% |
| 3Y | -20.4% | +86.1% | -106.5% | -48.0% |
| All | -20.4% | +86.4% | -106.8% | -48.0% |
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 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