+122.4%
CF vs CRL
-16.7%
+139.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.1% | +10.2% | +6.3% |
| 7D | +0.4% | -16.8% | +17.2% | +1.0% |
| 30D | +2.2% | +2.6% | -0.4% | +2.0% |
| 3M | +2.1% | +20.1% | -17.9% | +1.3% |
| 6M | -6.5% | +68.8% | -75.4% | -8.6% |
| YTD | +55.6% | +56.9% | -1.4% | +52.7% |
| 1Y | +42.3% | +86.7% | -44.4% | +37.7% |
| 3Y | +55.7% | +72.1% | -16.3% | +49.7% |
| 5Y | +122.4% | -16.6% | +139.0% | +142.4% |
| All | +122.4% | -16.7% | +139.2% | +142.4% |
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