+367.1%
ALL vs CRL
+251.0%
+116.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.3% | -1.0% |
| 7D | 0.0% | -1.0% | +1.1% | +0.2% |
| 30D | -1.5% | +10.7% | -12.1% | -3.4% |
| 3M | +23.6% | +55.3% | -31.7% | +13.6% |
| 6M | +22.3% | +60.7% | -38.3% | +10.8% |
| YTD | +26.5% | +44.6% | -18.1% | +16.3% |
| 1Y | +27.0% | +77.7% | -50.7% | +11.3% |
| 3Y | +149.6% | +37.6% | +111.9% | +120.1% |
| 5Y | +118.1% | -35.8% | +153.9% | +135.1% |
| All | +367.1% | +251.0% | +116.1% | +187.6% |
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