+350.3%
CRL vs USFR
+28.6%
+321.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | +0.1% | +0.1% | +0.1% | +0.1% |
| 30D | +11.9% | +0.4% | +11.6% | +11.4% |
| 3M | +20.2% | +1.1% | +19.1% | +18.6% |
| 6M | +107.5% | +2.0% | +105.5% | +102.4% |
| YTD | +69.4% | +3.5% | +66.0% | +62.2% |
| 1Y | +99.7% | +4.1% | +95.6% | +89.7% |
| 3Y | +98.8% | +14.4% | +84.4% | +63.6% |
| 5Y | -12.4% | +21.4% | -33.8% | -35.3% |
| All | +350.3% | +28.6% | +321.7% | +182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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