+223.2%
CP vs CRL
+241.6%
-18.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.1% |
| 7D | +2.4% | -0.6% | +3.0% | +2.5% |
| 30D | -0.5% | +5.0% | -5.5% | -1.8% |
| 3M | +1.4% | +50.6% | -49.2% | -8.9% |
| 6M | +10.3% | +60.9% | -50.6% | -3.6% |
| YTD | +24.3% | +40.7% | -16.4% | +11.7% |
| 1Y | +20.4% | +73.3% | -52.9% | +1.7% |
| 3Y | +21.8% | +40.6% | -18.8% | +3.4% |
| 5Y | +31.5% | -37.0% | +68.5% | +41.8% |
| 10Y | +223.2% | +244.3% | -21.1% | +87.1% |
| All | +223.2% | +241.6% | -18.4% | +87.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling