+2,944.0%
CLS vs CRL
+241.6%
+2,702.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.7% | +8.3% | +6.6% |
| 7D | +12.8% | -0.6% | +13.3% | +12.8% |
| 30D | +3.8% | +5.0% | -1.1% | +1.9% |
| 3M | -14.6% | +50.6% | -65.2% | -27.0% |
| 6M | +32.2% | +60.9% | -28.7% | +9.0% |
| YTD | +11.6% | +40.7% | -29.1% | -4.1% |
| 1Y | +35.1% | +73.3% | -38.3% | +6.3% |
| 3Y | +1,312.5% | +40.6% | +1,272.0% | +1,033.3% |
| 5Y | +3,542.1% | -37.0% | +3,579.0% | +3,799.3% |
| 10Y | +2,944.0% | +244.3% | +2,699.7% | +1,612.6% |
| All | +2,944.0% | +241.6% | +2,702.4% | +1,612.6% |
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