-49.1%
COMP vs CRL
+17.4%
-66.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.2% |
| 7D | +2.2% | +5.0% | -2.8% | -0.2% |
| 30D | +16.3% | +13.5% | +2.8% | +6.9% |
| 3M | -19.1% | +21.5% | -40.7% | -29.1% |
| 6M | +17.1% | +103.4% | -86.3% | -25.5% |
| YTD | -2.9% | +71.8% | -74.7% | -32.5% |
| 1Y | +8.8% | +97.5% | -88.7% | -31.0% |
| 3Y | +423.5% | +99.2% | +324.2% | +186.6% |
| 5Y | -10.5% | -12.1% | +1.7% | -19.8% |
| All | -49.1% | +17.4% | -66.4% | -61.7% |
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