-2.5%
CLX vs CRL
+241.6%
-244.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.3% |
| 7D | -3.5% | -0.6% | -3.0% | -3.5% |
| 30D | -11.9% | +5.0% | -16.8% | -12.3% |
| 3M | -2.6% | +50.6% | -53.2% | -6.5% |
| 6M | -18.2% | +60.9% | -79.1% | -22.2% |
| YTD | -5.9% | +40.7% | -46.6% | -9.6% |
| 1Y | -23.8% | +73.3% | -97.1% | -28.5% |
| 3Y | -33.6% | +40.6% | -74.1% | -37.8% |
| 5Y | -35.7% | -37.0% | +1.3% | -34.4% |
| 10Y | -2.5% | +244.3% | -246.8% | -27.0% |
| All | -2.5% | +241.6% | -244.1% | -27.0% |
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