+577.4%
CF vs CRL
+247.0%
+330.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.6% | -2.9% |
| 7D | +6.0% | -1.0% | +7.0% | +6.2% |
| 30D | +14.8% | +10.7% | +4.2% | +12.5% |
| 3M | +14.1% | +55.3% | -41.2% | +3.7% |
| 6M | +28.5% | +60.7% | -32.1% | +14.4% |
| YTD | +74.9% | +44.6% | +30.3% | +59.0% |
| 1Y | +61.7% | +77.7% | -16.1% | +38.6% |
| 3Y | +80.3% | +37.6% | +42.7% | +56.7% |
| 5Y | +226.0% | -35.8% | +261.8% | +268.5% |
| All | +577.4% | +247.0% | +330.4% | +189.6% |
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