+2,041.6%
CB vs CRL
+1,379.5%
+662.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.3% | -1.6% |
| 7D | +0.5% | -1.0% | +1.5% | +0.7% |
| 30D | -3.1% | +10.7% | -13.8% | -5.2% |
| 3M | +9.0% | +55.3% | -46.3% | -1.1% |
| 6M | +2.9% | +60.7% | -57.8% | -8.2% |
| YTD | +10.1% | +44.6% | -34.5% | -0.1% |
| 1Y | +22.8% | +77.7% | -55.0% | +5.9% |
| 3Y | +73.8% | +37.6% | +36.2% | +50.5% |
| 5Y | +99.2% | -35.8% | +135.0% | +101.7% |
| 10Y | +218.2% | +241.7% | -23.5% | +100.7% |
| All | +2,041.6% | +1,379.5% | +662.1% | +925.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling