+359.2%
CRL vs HRB
+243.1%
+116.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +5.0% | -8.1% | +13.1% | +6.9% |
| 30D | +13.5% | +15.0% | -1.5% | +9.3% |
| 3M | +21.5% | +10.2% | +11.3% | +17.4% |
| 6M | +103.4% | +44.2% | +59.2% | +82.9% |
| YTD | +71.8% | +21.0% | +50.8% | +60.0% |
| 1Y | +97.5% | +12.0% | +85.5% | +87.5% |
| 3Y | +99.2% | +24.9% | +74.3% | +81.5% |
| 5Y | -12.1% | +144.6% | -156.7% | -34.3% |
| 10Y | +359.2% | +229.4% | +129.8% | +196.3% |
| All | +359.2% | +243.1% | +116.1% | +196.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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