+251.7%
CB vs CRL
+350.3%
-98.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +7.3% | +11.9% | -4.6% | +5.1% |
| 3M | +9.4% | +20.2% | -10.8% | +5.8% |
| 6M | +19.6% | +107.5% | -87.9% | +5.6% |
| YTD | +21.5% | +69.4% | -47.9% | +9.8% |
| 1Y | +28.0% | +99.7% | -71.7% | +12.2% |
| 3Y | +74.9% | +98.8% | -23.9% | +45.2% |
| 5Y | +108.1% | -12.4% | +120.6% | +110.1% |
| All | +251.7% | +350.3% | -98.6% | +121.1% |
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