+246.7%
CB vs CRL
+353.6%
-107.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.9% |
| 7D | +0.7% | -1.7% | +2.4% | +0.8% |
| 30D | +8.2% | +14.6% | -6.4% | +5.6% |
| 3M | +6.3% | +24.8% | -18.5% | +2.2% |
| 6M | +16.2% | +94.7% | -78.5% | +3.6% |
| YTD | +19.3% | +73.4% | -54.0% | +7.6% |
| 1Y | +29.2% | +104.7% | -75.4% | +12.9% |
| 3Y | +71.4% | +101.1% | -29.6% | +42.3% |
| 5Y | +104.2% | -10.8% | +115.0% | +105.8% |
| 10Y | +246.7% | +358.8% | -112.1% | +117.4% |
| All | +246.7% | +353.6% | -107.0% | +117.4% |
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