-49.3%
COMP vs CRL
+15.6%
-64.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +7.8% | +2.9% | +6.3% |
| 7D | +13.4% | -6.1% | +19.5% | +16.8% |
| 30D | +11.1% | +12.4% | -1.3% | +2.5% |
| 3M | -18.8% | +27.1% | -46.0% | -30.8% |
| 6M | +10.5% | +85.7% | -75.2% | -25.9% |
| YTD | -3.4% | +69.2% | -72.6% | -32.3% |
| 1Y | +19.7% | +97.5% | -77.8% | -24.2% |
| 3Y | +381.6% | +86.1% | +295.5% | +178.4% |
| 5Y | -17.6% | -10.0% | -7.5% | -26.4% |
| All | -49.3% | +15.6% | -64.9% | -61.6% |
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