-40.5%
CPB vs CRL
+400.8%
-441.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.9% | -1.4% |
| 7D | +3.3% | +4.4% | -1.1% | +2.9% |
| 30D | +19.0% | +17.1% | +1.9% | +17.5% |
| 3M | +0.4% | +32.1% | -31.7% | -1.7% |
| 6M | +13.0% | +98.9% | -86.0% | +7.3% |
| YTD | -12.7% | +77.1% | -89.9% | -16.8% |
| 1Y | -20.9% | +110.3% | -131.1% | -25.4% |
| 3Y | -35.4% | +108.5% | -143.9% | -40.1% |
| 5Y | -32.3% | -7.9% | -24.4% | -33.9% |
| 10Y | -40.5% | +368.9% | -409.5% | -51.3% |
| All | -40.5% | +400.8% | -441.4% | -51.3% |
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