+112.0%
CF vs CRL
-10.4%
+122.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.8% | -7.1% | +0.4% |
| 7D | -3.2% | -6.1% | +2.9% | -3.0% |
| 30D | +4.3% | +12.4% | -8.1% | +3.8% |
| 3M | +2.8% | +27.1% | -24.3% | +1.8% |
| 6M | +0.6% | +85.7% | -85.1% | -2.0% |
| YTD | +56.6% | +69.2% | -12.6% | +53.3% |
| 1Y | +49.6% | +97.5% | -47.9% | +44.6% |
| 3Y | +61.5% | +86.1% | -24.6% | +54.7% |
| All | +112.0% | -10.4% | +122.4% | +129.3% |
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