+1,008.9%
BE vs CRL
+128.3%
+880.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.7% | +12.3% | +11.2% |
| 7D | +29.8% | -0.6% | +30.3% | +29.9% |
| 30D | +26.4% | +5.0% | +21.4% | +22.4% |
| 3M | +9.3% | +50.6% | -41.3% | -16.2% |
| 6M | +105.1% | +60.9% | +44.1% | +45.8% |
| YTD | +219.0% | +40.7% | +178.3% | +144.1% |
| 1Y | +418.8% | +73.3% | +345.4% | +237.9% |
| 3Y | +1,784.6% | +40.6% | +1,744.0% | +1,155.0% |
| 5Y | +1,251.0% | -37.0% | +1,288.0% | +1,616.9% |
| All | +1,008.9% | +128.3% | +880.6% | +303.8% |
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