+672.3%
AU vs CRL
+256.1%
+416.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.3% |
| 7D | -4.3% | -3.5% | -0.7% | -3.9% |
| 30D | +7.3% | -2.1% | +9.5% | +7.6% |
| 3M | +26.3% | +48.0% | -21.6% | +21.2% |
| 6M | +1.8% | +64.7% | -63.0% | -3.7% |
| YTD | +26.8% | +39.5% | -12.7% | +21.6% |
| 1Y | +66.7% | +74.2% | -7.5% | +56.2% |
| 3Y | +579.1% | +39.4% | +539.7% | +539.7% |
| 5Y | +689.3% | -36.9% | +726.2% | +698.2% |
| All | +672.3% | +256.1% | +416.2% | +595.5% |
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