+24.9%
CLX vs CRL
+400.8%
-376.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.7% | +0.9% | +5.1% |
| 7D | +17.4% | +4.4% | +13.0% | +16.8% |
| 30D | +27.8% | +17.1% | +10.7% | +25.6% |
| 3M | +3.0% | +32.1% | -29.1% | 0.0% |
| 6M | +17.5% | +98.9% | -81.4% | +9.6% |
| YTD | +10.0% | +77.1% | -67.2% | +3.2% |
| 1Y | +3.3% | +110.3% | -107.0% | -4.8% |
| 3Y | -10.1% | +108.5% | -118.6% | -19.3% |
| 5Y | -23.7% | -7.9% | -15.9% | -25.6% |
| 10Y | +24.9% | +368.9% | -344.1% | -5.8% |
| All | +24.9% | +400.8% | -376.0% | -5.8% |
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