+641.7%
BE vs CRL
+181.1%
+460.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.2% | -3.1% |
| 7D | -13.4% | -1.7% | -11.6% | -12.0% |
| 30D | -33.9% | +14.6% | -48.5% | -38.6% |
| 3M | -12.0% | +24.8% | -36.8% | -22.7% |
| 6M | -29.0% | +94.7% | -123.7% | -53.8% |
| YTD | +113.4% | +73.4% | +40.0% | +44.9% |
| 1Y | +33.2% | +104.7% | -71.5% | -19.8% |
| 3Y | +1,659.2% | +101.1% | +1,558.1% | +823.4% |
| 5Y | +461.4% | -10.8% | +472.2% | +464.7% |
| All | +641.7% | +181.1% | +460.5% | +139.6% |
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