+1,751.5%
CLS vs CRL
+400.8%
+1,350.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.7% | +3.2% | +6.1% |
| 7D | -10.6% | +4.4% | -14.9% | -11.7% |
| 30D | -38.4% | +17.1% | -55.5% | -41.7% |
| 3M | -29.9% | +32.1% | -62.0% | -36.6% |
| 6M | -40.6% | +98.9% | -139.6% | -54.5% |
| YTD | -24.6% | +77.1% | -101.7% | -40.4% |
| 1Y | -30.8% | +110.3% | -141.1% | -48.7% |
| 3Y | +811.7% | +108.5% | +703.2% | +530.2% |
| 5Y | +1,838.4% | -7.9% | +1,846.3% | +1,705.7% |
| 10Y | +1,751.5% | +368.9% | +1,382.6% | +821.9% |
| All | +1,751.5% | +400.8% | +1,350.7% | +821.9% |
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