+110.9%
CF vs CRL
-12.1%
+123.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.2% |
| 7D | +4.8% | +0.1% | +4.6% | +4.8% |
| 30D | +4.7% | +11.9% | -7.2% | +4.2% |
| 3M | +7.4% | +20.2% | -12.7% | +6.6% |
| 6M | +0.6% | +107.5% | -106.9% | -2.5% |
| YTD | +64.1% | +69.4% | -5.3% | +60.6% |
| 1Y | +51.4% | +99.7% | -48.3% | +46.2% |
| 3Y | +67.8% | +98.8% | -31.0% | +59.7% |
| All | +110.9% | -12.1% | +123.0% | +132.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling