+132.6%
CRL vs CAI
-14.7%
+147.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | +0.1% |
| 7D | +0.1% | -8.7% | +8.8% | +2.4% |
| 30D | +11.9% | -23.8% | +35.8% | +19.1% |
| 3M | +20.2% | +3.9% | +16.3% | +18.3% |
| 6M | +107.5% | +56.8% | +50.7% | +83.0% |
| YTD | +69.4% | -14.6% | +84.0% | +65.7% |
| 1Y | +99.7% | -5.2% | +104.9% | +92.3% |
| All | +132.6% | -14.7% | +147.3% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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