-7.9%
CRL vs IBN
+70.2%
-78.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +4.0% |
| 7D | +4.4% | +14.6% | -10.2% | -1.4% |
| 30D | +17.1% | +23.5% | -6.4% | +6.8% |
| 3M | +32.1% | +14.0% | +18.1% | +24.7% |
| 6M | +98.9% | +31.1% | +67.8% | +76.4% |
| YTD | +77.1% | +16.6% | +60.6% | +64.6% |
| 1Y | +110.3% | +14.9% | +95.3% | +96.6% |
| 3Y | +108.5% | +56.9% | +51.6% | +59.8% |
| 5Y | -7.9% | +69.7% | -77.5% | -34.9% |
| All | -7.9% | +70.2% | -78.1% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling