-45.0%
CPB vs CRL
+241.6%
-286.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.5% | +2.0% |
| 7D | -8.2% | -0.6% | -7.7% | -8.2% |
| 30D | -5.6% | +5.0% | -10.6% | -6.0% |
| 3M | +3.0% | +50.6% | -47.6% | -0.1% |
| 6M | -12.7% | +60.9% | -73.6% | -15.9% |
| YTD | -18.0% | +40.7% | -58.7% | -20.4% |
| 1Y | -31.7% | +73.3% | -105.0% | -34.8% |
| 3Y | -41.0% | +40.6% | -81.5% | -43.8% |
| 5Y | -38.4% | -37.0% | -1.4% | -37.9% |
| 10Y | -45.0% | +244.3% | -289.2% | -56.2% |
| All | -45.0% | +241.6% | -286.5% | -56.2% |
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