+22.5%
CCI vs CRL
+244.4%
-221.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.9% |
| 7D | -0.3% | -4.6% | +4.3% | +0.7% |
| 30D | +2.1% | +0.5% | +1.6% | +2.0% |
| 3M | -17.8% | +46.6% | -64.5% | -24.7% |
| 6M | -14.2% | +57.3% | -71.4% | -23.2% |
| YTD | -13.3% | +39.5% | -52.9% | -20.6% |
| 1Y | -16.6% | +76.9% | -93.5% | -28.0% |
| 3Y | -10.8% | +39.4% | -50.2% | -22.5% |
| 5Y | -50.3% | -37.2% | -13.2% | -46.9% |
| 10Y | +22.5% | +253.4% | -230.9% | -17.9% |
| All | +22.5% | +244.4% | -221.9% | -17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling