+2,029.3%
CLS vs CRL
+354.1%
+1,675.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.8% |
| 7D | +23.5% | +8.9% | +14.7% | +19.6% |
| 30D | -28.9% | +14.0% | -42.9% | -32.1% |
| 3M | -25.2% | +19.8% | -45.0% | -30.0% |
| 6M | -32.1% | +102.0% | -134.1% | -48.3% |
| YTD | -14.1% | +70.8% | -84.9% | -31.2% |
| 1Y | -24.1% | +98.7% | -122.8% | -42.6% |
| 3Y | +897.0% | +98.2% | +798.8% | +602.1% |
| 5Y | +2,089.9% | -11.7% | +2,101.6% | +1,972.5% |
| All | +2,029.3% | +354.1% | +1,675.3% | +975.6% |
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