+123.4%
AS vs CRL
+56.3%
+67.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | +3.9% | +11.9% | -8.0% | +0.4% |
| 3M | -9.6% | +20.2% | -29.8% | -14.4% |
| 6M | -8.7% | +107.5% | -116.2% | -26.1% |
| YTD | -19.8% | +69.4% | -89.3% | -31.9% |
| 1Y | -1.5% | +99.7% | -101.3% | -20.3% |
| All | +123.4% | +56.3% | +67.1% | +70.4% |
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