+368.9%
CRL vs ALM
+2,221.4%
-1,852.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.1% | -3.4% | +4.4% |
| 7D | +4.4% | +0.7% | +3.6% | +4.3% |
| 30D | +17.1% | -26.1% | +43.2% | +18.4% |
| 3M | +32.1% | -38.1% | +70.2% | +34.2% |
| 6M | +98.9% | -55.4% | +154.3% | +103.7% |
| YTD | +77.1% | -0.4% | +77.5% | +75.6% |
| 1Y | +110.3% | +25.4% | +84.9% | +106.4% |
| 3Y | +108.5% | +907.8% | -799.3% | +85.9% |
| 5Y | -7.9% | +440.2% | -448.0% | -17.2% |
| 10Y | +368.9% | +2,031.1% | -1,662.2% | +302.9% |
| All | +368.9% | +2,221.4% | -1,852.5% | +302.9% |
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