+222.7%
B vs CRL
+358.0%
-135.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -2.7% | +5.0% | -7.7% | -3.2% |
| 30D | -4.3% | +13.5% | -17.9% | -5.9% |
| 3M | -2.3% | +21.5% | -23.8% | -4.7% |
| 6M | -16.2% | +103.4% | -119.6% | -22.9% |
| YTD | -8.8% | +71.8% | -80.6% | -14.9% |
| 1Y | +11.4% | +97.5% | -86.2% | +2.4% |
| 3Y | +174.3% | +99.2% | +75.0% | +147.4% |
| 5Y | +116.2% | -12.1% | +128.3% | +109.1% |
| 10Y | +222.7% | +359.2% | -136.4% | +197.9% |
| All | +222.7% | +358.0% | -135.3% | +197.9% |
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