+471.5%
CF vs CRL
+358.0%
+113.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | +10.4% | +5.0% | +5.3% | +9.2% |
| 30D | +7.6% | +13.5% | -6.0% | +4.5% |
| 3M | +5.2% | +21.5% | -16.4% | +0.6% |
| 6M | -0.1% | +103.4% | -103.5% | -14.3% |
| YTD | +61.7% | +71.8% | -10.1% | +41.7% |
| 1Y | +50.3% | +97.5% | -47.2% | +27.2% |
| 3Y | +66.0% | +99.2% | -33.3% | +31.2% |
| 5Y | +114.5% | -12.1% | +126.7% | +120.0% |
| 10Y | +471.5% | +359.2% | +112.3% | +180.7% |
| All | +471.5% | +358.0% | +113.5% | +180.7% |
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