+84.1%
CL vs CRL
+358.0%
-273.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -0.8% | +5.0% | -5.8% | -1.2% |
| 30D | +9.5% | +13.5% | -4.0% | +8.0% |
| 3M | +6.8% | +21.5% | -14.8% | +4.5% |
| 6M | +14.3% | +103.4% | -89.1% | +6.0% |
| YTD | +27.0% | +71.8% | -44.8% | +19.2% |
| 1Y | +26.3% | +97.5% | -71.2% | +16.7% |
| 3Y | +39.3% | +99.2% | -60.0% | +24.5% |
| 5Y | +41.5% | -12.1% | +53.7% | +43.9% |
| 10Y | +84.1% | +359.2% | -275.1% | +37.3% |
| All | +84.1% | +358.0% | -273.9% | +37.3% |
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 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