+71.0%
CPB vs CRL
+1,630.9%
-1,559.9%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.8% | -9.1% | -2.0% |
| 7D | +8.0% | -6.1% | +14.1% | +8.4% |
| 30D | +22.4% | +12.4% | +10.0% | +20.7% |
| 3M | +2.5% | +27.1% | -24.6% | -0.2% |
| 6M | +12.2% | +85.7% | -73.5% | +5.2% |
| YTD | -12.8% | +69.2% | -82.0% | -17.9% |
| 1Y | -19.2% | +97.5% | -116.7% | -25.0% |
| 3Y | -35.6% | +86.1% | -121.6% | -41.1% |
| 5Y | -31.4% | -10.0% | -21.4% | -33.7% |
| 10Y | -37.9% | +395.0% | -432.9% | -51.9% |
| All | +71.0% | +1,630.9% | -1,559.9% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling