+101.0%
CB vs CRL
-35.5%
+136.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.3% | -1.8% |
| 7D | +0.5% | -1.0% | +1.5% | +0.5% |
| 30D | -3.1% | +10.7% | -13.8% | -3.7% |
| 3M | +9.0% | +55.3% | -46.3% | +6.2% |
| 6M | +2.9% | +60.7% | -57.8% | -0.1% |
| YTD | +10.1% | +44.6% | -34.5% | +7.5% |
| 1Y | +22.8% | +77.7% | -55.0% | +17.8% |
| 3Y | +73.8% | +37.6% | +36.2% | +67.2% |
| All | +101.0% | -35.5% | +136.6% | +105.1% |
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 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