+2,195.4%
CB vs CRL
+1,630.9%
+564.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.8% | -9.6% | -3.3% |
| 7D | +0.2% | -6.1% | +6.3% | +1.2% |
| 30D | +9.1% | +12.4% | -3.3% | +5.9% |
| 3M | +3.4% | +27.1% | -23.7% | -2.4% |
| 6M | +14.1% | +85.7% | -71.6% | -1.2% |
| YTD | +18.0% | +69.2% | -51.2% | +3.0% |
| 1Y | +30.1% | +97.5% | -67.4% | +9.6% |
| 3Y | +71.8% | +86.1% | -14.3% | +38.5% |
| 5Y | +101.8% | -10.0% | +111.9% | +88.1% |
| 10Y | +252.1% | +395.0% | -142.8% | +103.1% |
| All | +2,195.4% | +1,630.9% | +564.5% | +956.3% |
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 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