+80.1%
CLF vs CRL
+400.8%
-320.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.7% | +2.3% | +4.6% |
| 7D | -14.1% | +4.4% | -18.5% | -15.7% |
| 30D | -5.5% | +17.1% | -22.6% | -13.1% |
| 3M | 0.0% | +32.1% | -32.1% | -13.7% |
| 6M | +11.3% | +98.9% | -87.7% | -23.7% |
| YTD | -7.7% | +77.1% | -84.8% | -33.9% |
| 1Y | +17.5% | +110.3% | -92.7% | -23.3% |
| 3Y | -25.4% | +108.5% | -133.9% | -55.7% |
| 5Y | -46.0% | -7.9% | -38.1% | -49.6% |
| 10Y | +80.1% | +368.9% | -288.9% | -41.2% |
| All | +80.1% | +400.8% | -320.8% | -41.2% |
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