+1,471.8%
CRL vs IBN
+1,654.4%
-182.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.4% | -2.4% |
| 7D | -1.7% | +15.8% | -17.5% | -4.3% |
| 30D | +14.6% | +25.1% | -10.5% | +10.0% |
| 3M | +24.8% | +16.0% | +8.9% | +21.4% |
| 6M | +94.7% | +32.8% | +61.9% | +84.9% |
| YTD | +73.4% | +18.0% | +55.3% | +67.8% |
| 1Y | +104.7% | +15.9% | +88.8% | +98.8% |
| 3Y | +101.1% | +57.6% | +43.4% | +84.2% |
| 5Y | -10.8% | +74.7% | -85.5% | -19.7% |
| 10Y | +358.8% | +373.9% | -15.1% | +242.4% |
| All | +1,471.8% | +1,654.4% | -182.6% | +809.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling