+368.9%
CRL vs COO
+40.7%
+328.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.2% | +3.2% |
| 7D | +4.4% | +4.3% | +0.1% | +1.4% |
| 30D | +17.1% | +17.6% | -0.5% | +5.5% |
| 3M | +32.1% | -13.9% | +46.0% | +41.7% |
| 6M | +98.9% | +6.6% | +92.4% | +85.8% |
| YTD | +77.1% | -22.0% | +99.1% | +101.3% |
| 1Y | +110.3% | -8.8% | +119.1% | +116.3% |
| 3Y | +108.5% | -21.5% | +130.0% | +125.6% |
| 5Y | -7.9% | -41.0% | +33.2% | +18.0% |
| 10Y | +368.9% | +40.9% | +328.0% | +287.7% |
| All | +368.9% | +40.7% | +328.2% | +287.7% |
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