+248.2%
CB vs CRL
+386.8%
-138.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.8% | -9.6% | -2.9% |
| 7D | +0.2% | -6.1% | +6.3% | +1.0% |
| 30D | +9.1% | +12.4% | -3.3% | +6.8% |
| 3M | +3.4% | +27.1% | -23.7% | -0.9% |
| 6M | +14.1% | +85.7% | -71.6% | +2.5% |
| YTD | +18.0% | +69.2% | -51.2% | +6.8% |
| 1Y | +30.1% | +97.5% | -67.4% | +14.4% |
| 3Y | +71.8% | +86.1% | -14.3% | +45.0% |
| 5Y | +101.8% | -10.0% | +111.9% | +101.9% |
| All | +248.2% | +386.8% | -138.6% | +117.3% |
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