+124.0%
CNH vs CRL
+400.8%
-276.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.7% | +6.2% | +9.3% |
| 7D | +8.6% | +4.4% | +4.2% | +6.9% |
| 30D | +12.6% | +17.1% | -4.5% | +5.8% |
| 3M | +17.5% | +32.1% | -14.6% | +5.5% |
| 6M | +18.1% | +98.9% | -80.8% | -9.6% |
| YTD | +40.4% | +77.1% | -36.7% | +10.3% |
| 1Y | +34.0% | +110.3% | -76.3% | -1.6% |
| 3Y | +35.3% | +108.5% | -73.2% | -7.7% |
| 5Y | -5.1% | -7.9% | +2.8% | -10.7% |
| 10Y | +124.0% | +368.9% | -244.9% | +2.8% |
| All | +124.0% | +400.8% | -276.8% | +2.8% |
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