+56.1%
CDE vs CRL
+256.1%
-200.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.4% |
| 7D | -3.1% | -3.5% | +0.4% | -1.7% |
| 30D | +9.5% | -2.1% | +11.6% | +10.7% |
| 3M | +25.5% | +48.0% | -22.5% | +7.9% |
| 6M | -7.9% | +64.7% | -72.6% | -24.8% |
| YTD | +15.6% | +39.5% | -23.9% | +0.2% |
| 1Y | +34.0% | +74.2% | -40.1% | +5.5% |
| 3Y | +791.9% | +39.4% | +752.5% | +623.4% |
| 5Y | +197.7% | -36.9% | +234.6% | +226.6% |
| All | +56.1% | +256.1% | -200.0% | -8.2% |
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