+368.4%
ALL vs CRL
+353.6%
+14.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +3.2% |
| 7D | -0.1% | -1.7% | +1.6% | -0.1% |
| 30D | +13.8% | +14.6% | -0.8% | +10.5% |
| 3M | -2.8% | +24.8% | -27.6% | -7.3% |
| 6M | +23.7% | +94.7% | -71.0% | +8.0% |
| YTD | +27.3% | +73.4% | -46.1% | +12.5% |
| 1Y | +30.5% | +104.7% | -74.1% | +11.3% |
| 3Y | +113.0% | +101.1% | +11.9% | +70.9% |
| 5Y | +157.6% | -10.8% | +168.4% | +155.7% |
| 10Y | +368.4% | +358.8% | +9.6% | +170.7% |
| All | +368.4% | +353.6% | +14.7% | +170.7% |
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