+83.5%
CLF vs CRL
+353.6%
-270.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.0% | +6.0% |
| 7D | -9.1% | -1.7% | -7.3% | -8.1% |
| 30D | -0.9% | +14.6% | -15.5% | -7.9% |
| 3M | +3.0% | +24.8% | -21.9% | -8.7% |
| 6M | +16.7% | +94.7% | -78.0% | -19.1% |
| YTD | -3.2% | +73.4% | -76.5% | -29.9% |
| 1Y | +24.6% | +104.7% | -80.0% | -17.6% |
| 3Y | -22.3% | +101.1% | -123.4% | -52.9% |
| 5Y | -41.2% | -10.8% | -30.4% | -44.2% |
| 10Y | +83.5% | +358.8% | -275.3% | -39.7% |
| All | +83.5% | +353.6% | -270.1% | -39.7% |
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