+354.1%
CRL vs MDY
+165.7%
+188.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | +0.7% |
| 7D | +8.9% | +3.0% | +5.8% | +5.6% |
| 30D | +14.0% | +0.8% | +13.2% | +13.1% |
| 3M | +19.8% | -5.1% | +25.0% | +26.8% |
| 6M | +102.0% | +1.2% | +100.9% | +99.4% |
| YTD | +70.8% | +12.5% | +58.4% | +51.6% |
| 1Y | +98.7% | +13.8% | +85.0% | +74.5% |
| 3Y | +98.2% | +56.4% | +41.7% | +30.4% |
| 5Y | -11.7% | +35.3% | -47.0% | -32.8% |
| All | +354.1% | +165.7% | +188.4% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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