+22.2%
Z vs CRL
+320.2%
-298.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -7.3% | +16.7% | +13.1% |
| 7D | +10.2% | -12.8% | +22.9% | +17.0% |
| 30D | +23.7% | +5.0% | +18.7% | +18.3% |
| 3M | -6.6% | +39.4% | -45.9% | -24.0% |
| 6M | -23.0% | +89.4% | -112.4% | -48.0% |
| YTD | -50.3% | +63.6% | -113.9% | -64.0% |
| 1Y | -53.6% | +83.5% | -137.0% | -68.5% |
| 3Y | -10.1% | +79.4% | -89.4% | -44.6% |
| 5Y | -49.8% | -14.0% | -35.8% | -52.3% |
| 10Y | -1.6% | +378.5% | -380.1% | -61.1% |
| All | +22.2% | +320.2% | -298.0% | -48.9% |
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