-41.7%
CCL vs CRL
+244.4%
-286.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.7% |
| 7D | -4.4% | -4.6% | +0.2% | -2.2% |
| 30D | -18.2% | +0.5% | -18.7% | -18.5% |
| 3M | -17.7% | +46.6% | -64.3% | -32.7% |
| 6M | -13.0% | +57.3% | -70.3% | -32.2% |
| YTD | -24.5% | +39.5% | -64.0% | -38.1% |
| 1Y | -26.9% | +76.9% | -103.8% | -47.5% |
| 3Y | +50.8% | +39.4% | +11.4% | +12.4% |
| 5Y | -0.9% | -37.2% | +36.2% | +10.8% |
| 10Y | -41.7% | +253.4% | -295.1% | -75.4% |
| All | -41.7% | +244.4% | -286.1% | -75.4% |
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