+253.4%
CRL vs IBN
+312.2%
-58.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.3% |
| 7D | -4.6% | -5.1% | +0.5% | -3.0% |
| 30D | +0.5% | -3.5% | +4.0% | +1.6% |
| 3M | +46.6% | +11.3% | +35.3% | +41.5% |
| 6M | +57.3% | +4.4% | +52.8% | +54.8% |
| YTD | +39.5% | -1.8% | +41.3% | +39.8% |
| 1Y | +76.9% | -8.0% | +84.8% | +80.6% |
| 3Y | +39.4% | +27.1% | +12.3% | +26.6% |
| 5Y | -37.2% | +54.5% | -91.7% | -46.7% |
| 10Y | +253.4% | +314.2% | -60.8% | +126.7% |
| All | +253.4% | +312.2% | -58.8% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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