+244.3%
CRL vs COO
+43.7%
+200.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -1.0% |
| 7D | -0.6% | -2.3% | +1.7% | +0.9% |
| 30D | +5.0% | -8.8% | +13.8% | +11.0% |
| 3M | +50.6% | +1.3% | +49.2% | +49.0% |
| 6M | +60.9% | -11.6% | +72.5% | +72.9% |
| YTD | +40.7% | -17.4% | +58.2% | +57.7% |
| 1Y | +73.3% | -1.6% | +74.9% | +73.7% |
| 3Y | +40.6% | -22.6% | +63.2% | +57.1% |
| 5Y | -37.0% | -40.3% | +3.4% | -18.0% |
| 10Y | +244.3% | +45.2% | +199.1% | +176.0% |
| All | +244.3% | +43.7% | +200.6% | +176.0% |
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