+293.0%
CDW vs CRL
+386.8%
-93.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.8% | -8.7% | -3.6% |
| 7D | +2.1% | -6.1% | +8.2% | +3.8% |
| 30D | +14.7% | +12.4% | +2.4% | +9.1% |
| 3M | +11.1% | +27.1% | -16.0% | +0.5% |
| 6M | +45.6% | +85.7% | -40.1% | +12.7% |
| YTD | +17.1% | +69.2% | -52.1% | -7.2% |
| 1Y | +13.2% | +97.5% | -84.4% | -15.7% |
| 3Y | -22.2% | +86.1% | -108.3% | -45.0% |
| 5Y | -10.1% | -10.0% | -0.1% | -16.1% |
| All | +293.0% | +386.8% | -93.7% | +93.6% |
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