-28.5%
CCL vs CRL
+400.8%
-429.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.7% | -0.5% | +2.0% |
| 7D | +3.1% | +4.4% | -1.3% | +0.4% |
| 30D | +17.5% | +17.1% | +0.4% | +7.6% |
| 3M | +6.8% | +32.1% | -25.3% | -8.5% |
| 6M | +18.7% | +98.9% | -80.2% | -18.4% |
| YTD | +3.0% | +77.1% | -74.1% | -26.1% |
| 1Y | +17.7% | +110.3% | -92.5% | -22.7% |
| 3Y | +155.6% | +108.5% | +47.1% | +52.3% |
| 5Y | +30.2% | -7.9% | +38.0% | +19.1% |
| 10Y | -28.5% | +368.9% | -397.4% | -74.2% |
| All | -28.5% | +400.8% | -429.3% | -74.2% |
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