+1,211.4%
CRL vs HRB
+1,378.3%
-167.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -0.7% |
| 7D | -1.0% | -5.7% | +4.6% | +0.4% |
| 30D | +10.7% | +7.9% | +2.7% | +8.0% |
| 3M | +55.3% | +32.1% | +23.2% | +43.6% |
| 6M | +60.7% | +62.2% | -1.6% | +39.1% |
| YTD | +44.6% | +16.4% | +28.2% | +36.2% |
| 1Y | +77.7% | -0.3% | +78.0% | +73.9% |
| 3Y | +37.6% | +36.0% | +1.6% | +22.6% |
| 5Y | -35.8% | +125.2% | -161.0% | -51.1% |
| 10Y | +241.7% | +237.7% | +4.1% | +117.3% |
| All | +1,211.4% | +1,378.3% | -167.0% | +417.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling