+149.5%
CNH vs CRL
+241.6%
-92.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.7% | -2.9% | -4.6% |
| 7D | +8.8% | -0.6% | +9.4% | +9.1% |
| 30D | +24.7% | +5.0% | +19.7% | +22.5% |
| 3M | +27.3% | +50.6% | -23.2% | +9.3% |
| 6M | +23.2% | +60.9% | -37.8% | +1.6% |
| YTD | +48.9% | +40.7% | +8.2% | +28.0% |
| 1Y | +19.4% | +73.3% | -53.9% | -6.1% |
| 3Y | +7.8% | +40.6% | -32.8% | -14.0% |
| 5Y | +8.7% | -37.0% | +45.7% | +19.5% |
| 10Y | +149.5% | +244.3% | -94.8% | +15.7% |
| All | +149.5% | +241.6% | -92.1% | +15.7% |
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