+359.2%
CRL vs COO
+40.2%
+319.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.3% |
| 7D | +5.0% | -2.3% | +7.3% | +6.4% |
| 30D | +13.5% | +13.3% | +0.2% | +4.6% |
| 3M | +21.5% | -18.1% | +39.6% | +34.3% |
| 6M | +103.4% | +6.7% | +96.7% | +89.6% |
| YTD | +71.8% | -23.2% | +95.0% | +97.0% |
| 1Y | +97.5% | -12.3% | +109.8% | +108.0% |
| 3Y | +99.2% | -23.6% | +122.8% | +119.2% |
| 5Y | -12.1% | -38.7% | +26.6% | +10.0% |
| 10Y | +359.2% | +42.2% | +317.0% | +283.3% |
| All | +359.2% | +40.2% | +319.0% | +283.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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