+41.8%
AR vs CRL
+241.6%
-199.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.8% | -0.1% |
| 7D | -1.8% | -0.6% | -1.3% | -1.7% |
| 30D | +12.6% | +5.0% | +7.6% | +11.0% |
| 3M | +10.0% | +50.6% | -40.6% | -2.6% |
| 6M | +0.6% | +60.9% | -60.3% | -13.7% |
| YTD | +13.4% | +40.7% | -27.3% | +0.4% |
| 1Y | +21.7% | +73.3% | -51.6% | +0.5% |
| 3Y | +45.8% | +40.6% | +5.3% | +21.4% |
| 5Y | +144.3% | -37.0% | +181.2% | +158.1% |
| 10Y | +41.8% | +244.3% | -202.5% | -23.7% |
| All | +41.8% | +241.6% | -199.8% | -23.7% |
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