+124.8%
AA vs CRL
+241.6%
-116.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.7% | +6.2% | +4.7% |
| 7D | +1.7% | -0.6% | +2.2% | +1.8% |
| 30D | +3.3% | +5.0% | -1.6% | +1.1% |
| 3M | -29.4% | +50.6% | -80.0% | -41.9% |
| 6M | -12.8% | +60.9% | -73.7% | -31.7% |
| YTD | -2.1% | +40.7% | -42.9% | -19.2% |
| 1Y | +62.8% | +73.3% | -10.5% | +20.9% |
| 3Y | +90.5% | +40.6% | +49.9% | +45.8% |
| 5Y | +19.1% | -37.0% | +56.0% | +31.7% |
| 10Y | +124.8% | +244.3% | -119.5% | -3.9% |
| All | +124.8% | +241.6% | -116.8% | -3.9% |
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 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