+314.7%
A vs CRL
+350.3%
-35.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.9% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | 0.0% | +11.9% | -11.9% | -5.5% |
| 3M | +16.7% | +20.2% | -3.5% | +6.8% |
| 6M | +54.8% | +107.5% | -52.7% | +10.6% |
| YTD | +28.8% | +69.4% | -40.6% | -0.9% |
| 1Y | +19.3% | +99.7% | -80.4% | -14.9% |
| 3Y | +65.5% | +98.8% | -33.2% | +10.0% |
| 5Y | +12.1% | -12.4% | +24.5% | +6.6% |
| All | +314.7% | +350.3% | -35.6% | +75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling