+30.3%
CLX vs CRL
+354.1%
-323.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | +8.5% | +8.9% | -0.4% | +7.7% |
| 30D | +30.0% | +14.0% | +16.0% | +28.1% |
| 3M | +3.8% | +19.8% | -16.1% | +1.7% |
| 6M | +24.6% | +102.0% | -77.4% | +16.0% |
| YTD | +12.8% | +70.8% | -58.1% | +6.1% |
| 1Y | +8.6% | +98.7% | -90.1% | +0.6% |
| 3Y | -8.6% | +98.2% | -106.8% | -17.5% |
| 5Y | -21.8% | -11.7% | -10.1% | -23.4% |
| All | +30.3% | +354.1% | -323.8% | -1.4% |
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