+350.3%
CRL vs MDY
+165.3%
+184.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +0.1% | +2.3% | -2.1% | -2.2% |
| 30D | +11.9% | +2.0% | +9.9% | +9.7% |
| 3M | +20.2% | -5.6% | +25.8% | +27.8% |
| 6M | +107.5% | +1.3% | +106.3% | +104.5% |
| YTD | +69.4% | +12.3% | +57.1% | +50.5% |
| 1Y | +99.7% | +15.8% | +83.9% | +72.1% |
| 3Y | +98.8% | +56.5% | +42.3% | +30.7% |
| 5Y | -12.4% | +35.1% | -47.6% | -33.3% |
| All | +350.3% | +165.3% | +184.9% | +91.7% |
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