+208.5%
CFG vs CRL
+350.3%
-141.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.9% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | +5.1% | +11.9% | -6.8% | -0.3% |
| 3M | -11.2% | +20.2% | -31.4% | -18.5% |
| 6M | +9.6% | +107.5% | -98.0% | -20.3% |
| YTD | +15.0% | +69.4% | -54.5% | -10.7% |
| 1Y | +29.9% | +99.7% | -69.9% | -6.0% |
| 3Y | +192.1% | +98.8% | +93.3% | +95.6% |
| 5Y | +62.3% | -12.4% | +74.7% | +54.6% |
| All | +208.5% | +350.3% | -141.7% | +13.0% |
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