+354.1%
CRL vs ALM
+1,942.8%
-1,588.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +5.9% | -0.3% |
| 7D | +8.9% | -4.0% | +12.9% | +9.1% |
| 30D | +14.0% | -30.5% | +44.5% | +15.5% |
| 3M | +19.8% | -46.9% | +66.8% | +22.5% |
| 6M | +102.0% | -65.5% | +167.5% | +109.0% |
| YTD | +70.8% | -13.4% | +84.2% | +70.3% |
| 1Y | +98.7% | +9.8% | +88.9% | +96.1% |
| 3Y | +98.2% | +783.1% | -684.9% | +77.6% |
| 5Y | -11.7% | +378.3% | -390.0% | -20.3% |
| All | +354.1% | +1,942.8% | -1,588.8% | +292.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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