+200.5%
B vs CRL
+400.8%
-200.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.7% | -0.5% | +3.7% |
| 7D | +11.3% | +4.4% | +7.0% | +10.6% |
| 30D | +2.9% | +17.1% | -14.1% | +0.8% |
| 3M | -2.9% | +32.1% | -35.0% | -6.2% |
| 6M | -1.2% | +98.9% | -100.1% | -9.0% |
| YTD | -1.3% | +77.1% | -78.5% | -8.3% |
| 1Y | +30.4% | +110.3% | -79.8% | +19.1% |
| 3Y | +195.3% | +108.5% | +86.8% | +164.8% |
| 5Y | +146.2% | -7.9% | +154.1% | +137.0% |
| 10Y | +200.5% | +368.9% | -168.5% | +167.1% |
| All | +200.5% | +400.8% | -200.4% | +167.1% |
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