+55.5%
AR vs CRL
+358.0%
-302.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | +2.1% | +5.0% | -2.9% | +0.7% |
| 30D | +4.5% | +13.5% | -9.0% | +0.7% |
| 3M | +1.0% | +21.5% | -20.5% | -4.8% |
| 6M | +4.4% | +103.4% | -99.0% | -15.5% |
| YTD | +10.9% | +71.8% | -60.9% | -7.4% |
| 1Y | +8.6% | +97.5% | -89.0% | -13.2% |
| 3Y | +48.5% | +99.2% | -50.7% | +11.1% |
| 5Y | +95.7% | -12.1% | +107.9% | +87.5% |
| 10Y | +55.5% | +359.2% | -303.7% | -22.5% |
| All | +55.5% | +358.0% | -302.6% | -22.5% |
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