+41.8%
BEN vs CRL
-37.4%
+79.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.6% |
| 7D | +4.7% | -0.6% | +5.2% | +4.8% |
| 30D | +2.6% | +5.0% | -2.4% | +1.0% |
| 3M | +11.5% | +50.6% | -39.1% | -2.4% |
| 6M | +35.3% | +60.9% | -25.6% | +14.7% |
| YTD | +48.6% | +40.7% | +7.9% | +31.0% |
| 1Y | +46.7% | +73.3% | -26.6% | +19.9% |
| 3Y | +57.0% | +40.6% | +16.5% | +30.4% |
| 5Y | +41.8% | -37.0% | +78.8% | +40.5% |
| All | +41.8% | -37.4% | +79.2% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling