+356.1%
ALL vs CRL
+241.6%
+114.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -1.9% |
| 7D | -1.7% | -0.6% | -1.2% | -1.6% |
| 30D | -4.7% | +5.0% | -9.6% | -5.6% |
| 3M | +18.4% | +50.6% | -32.2% | +9.4% |
| 6M | +20.5% | +60.9% | -40.4% | +9.0% |
| YTD | +23.5% | +40.7% | -17.2% | +14.2% |
| 1Y | +29.0% | +73.3% | -44.3% | +13.5% |
| 3Y | +153.7% | +40.6% | +113.1% | +121.7% |
| 5Y | +114.8% | -37.0% | +151.8% | +132.0% |
| 10Y | +356.1% | +244.3% | +111.9% | +182.2% |
| All | +356.1% | +241.6% | +114.5% | +182.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling