+103.2%
CB vs CRL
-10.4%
+113.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.8% | -9.6% | -2.1% |
| 7D | +0.2% | -6.1% | +6.3% | +0.5% |
| 30D | +9.1% | +12.4% | -3.3% | +8.3% |
| 3M | +3.4% | +27.1% | -23.7% | +1.9% |
| 6M | +14.1% | +85.7% | -71.6% | +9.9% |
| YTD | +18.0% | +69.2% | -51.2% | +14.1% |
| 1Y | +30.1% | +97.5% | -67.4% | +24.3% |
| 3Y | +71.8% | +86.1% | -14.3% | +60.6% |
| All | +103.2% | -10.4% | +113.6% | +107.1% |
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