+363.8%
ALL vs CRL
+400.8%
-37.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -1.2% |
| 7D | -3.9% | +4.4% | -8.2% | -4.8% |
| 30D | +10.6% | +17.1% | -6.5% | +7.0% |
| 3M | -4.6% | +32.1% | -36.6% | -9.9% |
| 6M | +20.2% | +98.9% | -78.7% | +4.6% |
| YTD | +23.7% | +77.1% | -53.4% | +9.0% |
| 1Y | +27.9% | +110.3% | -82.4% | +8.6% |
| 3Y | +109.2% | +108.5% | +0.7% | +66.6% |
| 5Y | +148.0% | -7.9% | +155.8% | +144.4% |
| 10Y | +363.8% | +368.9% | -5.2% | +167.3% |
| All | +363.8% | +400.8% | -37.1% | +167.3% |
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