-34.0%
Z vs CRL
+38.0%
-72.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.5% | -1.6% |
| 7D | -3.0% | -1.0% | -2.0% | -2.6% |
| 30D | -4.2% | +10.7% | -14.8% | -7.5% |
| 3M | -3.7% | +55.3% | -59.0% | -18.1% |
| 6M | -24.5% | +60.7% | -85.2% | -37.2% |
| YTD | -49.3% | +44.6% | -93.9% | -56.2% |
| 1Y | -58.7% | +77.7% | -136.4% | -66.9% |
| All | -34.0% | +38.0% | -72.0% | -46.7% |
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 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