+187.9%
BR vs CRL
+249.3%
-61.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.5% |
| 7D | -6.0% | -6.9% | +1.0% | -4.3% |
| 30D | -0.9% | -3.2% | +2.3% | -0.1% |
| 3M | +16.4% | +46.5% | -30.2% | +5.5% |
| 6M | -8.2% | +63.1% | -71.3% | -19.7% |
| YTD | -23.2% | +36.9% | -60.1% | -30.1% |
| 1Y | -30.9% | +78.1% | -109.0% | -41.6% |
| 3Y | -5.0% | +36.7% | -41.7% | -18.4% |
| 5Y | +8.8% | -38.1% | +46.9% | +17.2% |
| All | +187.9% | +249.3% | -61.4% | +86.6% |
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