+359.2%
CRL vs USFR
+28.5%
+330.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +5.0% | +0.1% | +4.9% | +4.9% |
| 30D | +13.5% | +0.4% | +13.1% | +13.0% |
| 3M | +21.5% | +1.1% | +20.4% | +19.9% |
| 6M | +103.4% | +2.1% | +101.4% | +98.3% |
| YTD | +71.8% | +3.4% | +68.3% | +64.5% |
| 1Y | +97.5% | +4.1% | +93.4% | +87.6% |
| 3Y | +99.2% | +14.4% | +84.8% | +63.9% |
| 5Y | -12.1% | +21.4% | -33.6% | -35.2% |
| 10Y | +359.2% | +28.5% | +330.7% | +188.6% |
| All | +359.2% | +28.5% | +330.7% | +188.6% |
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