+115.2%
CNH vs CRL
+356.6%
-241.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.2% |
| 7D | +6.7% | +5.0% | +1.6% | +5.0% |
| 30D | +7.2% | +13.5% | -6.3% | +1.9% |
| 3M | +17.5% | +21.5% | -4.0% | +8.7% |
| 6M | +15.0% | +103.4% | -88.5% | -12.7% |
| YTD | +36.8% | +71.8% | -35.0% | +8.6% |
| 1Y | +27.6% | +97.5% | -69.9% | -4.1% |
| 3Y | +34.3% | +99.2% | -64.9% | -6.8% |
| 5Y | -12.2% | -12.1% | -0.1% | -15.8% |
| All | +115.2% | +356.6% | -241.3% | +0.1% |
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