+105.9%
CB vs CRL
-13.0%
+118.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | 0.0% | +8.9% | -8.8% | -0.4% |
| 30D | +7.4% | +14.0% | -6.6% | +6.5% |
| 3M | +8.6% | +19.8% | -11.2% | +7.4% |
| 6M | +16.1% | +102.0% | -85.9% | +11.4% |
| YTD | +20.2% | +70.8% | -50.7% | +16.2% |
| 1Y | +27.2% | +98.7% | -71.5% | +21.5% |
| 3Y | +72.7% | +98.2% | -25.5% | +60.3% |
| 5Y | +105.9% | -11.7% | +117.6% | +110.6% |
| All | +105.9% | -13.0% | +118.9% | +110.6% |
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 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