+350.3%
CRL vs IBN
+385.6%
-35.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +0.1% | +1.9% | -1.7% | -0.4% |
| 30D | +11.9% | +22.1% | -10.2% | +4.6% |
| 3M | +20.2% | +17.1% | +3.1% | +13.8% |
| 6M | +107.5% | +35.5% | +72.0% | +87.2% |
| YTD | +69.4% | +16.8% | +52.6% | +60.0% |
| 1Y | +99.7% | +12.4% | +87.3% | +91.0% |
| 3Y | +98.8% | +58.0% | +40.7% | +67.6% |
| 5Y | -12.4% | +73.7% | -86.1% | -28.8% |
| All | +350.3% | +385.6% | -35.3% | +177.5% |
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