+245.6%
CRH vs CRL
+256.1%
-10.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.4% |
| 7D | -6.1% | -3.5% | -2.5% | -4.9% |
| 30D | -9.3% | -2.1% | -7.1% | -8.6% |
| 3M | -15.2% | +48.0% | -63.2% | -26.6% |
| 6M | -14.2% | +64.7% | -78.9% | -29.3% |
| YTD | -28.3% | +39.5% | -67.7% | -37.7% |
| 1Y | -21.8% | +74.2% | -96.0% | -37.7% |
| 3Y | +71.6% | +39.4% | +32.3% | +39.0% |
| 5Y | +96.6% | -36.9% | +133.5% | +113.8% |
| All | +245.6% | +256.1% | -10.4% | +70.7% |
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