-10.8%
CRL vs HRB
+144.6%
-155.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.2% | -2.1% |
| 7D | -1.7% | -4.0% | +2.3% | -1.2% |
| 30D | +14.6% | +15.8% | -1.2% | +10.8% |
| 3M | +24.8% | +12.0% | +12.8% | +20.9% |
| 6M | +94.7% | +40.7% | +53.9% | +78.7% |
| YTD | +73.4% | +21.0% | +52.4% | +64.3% |
| 1Y | +104.7% | +11.7% | +93.0% | +97.6% |
| 3Y | +101.1% | +25.0% | +76.1% | +87.1% |
| 5Y | -10.8% | +141.0% | -151.8% | -27.8% |
| All | -10.8% | +144.6% | -155.3% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling