+481.0%
CF vs CRL
+353.6%
+127.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.0% |
| 7D | +4.8% | -1.7% | +6.5% | +4.9% |
| 30D | +9.7% | +14.6% | -4.9% | +6.4% |
| 3M | +1.2% | +24.8% | -23.6% | -3.6% |
| 6M | +7.4% | +94.7% | -87.3% | -7.2% |
| YTD | +60.5% | +73.4% | -12.8% | +40.5% |
| 1Y | +50.7% | +104.7% | -53.9% | +26.6% |
| 3Y | +64.8% | +101.1% | -36.3% | +30.1% |
| 5Y | +115.8% | -10.8% | +126.6% | +120.2% |
| 10Y | +481.0% | +358.8% | +122.2% | +186.9% |
| All | +481.0% | +353.6% | +127.4% | +186.9% |
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