+40.6%
CRL vs USFR
+14.0%
+26.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.5% |
| 7D | -0.6% | +0.1% | -0.6% | -0.3% |
| 30D | +5.0% | +0.3% | +4.6% | +6.2% |
| 3M | +50.6% | +1.0% | +49.6% | +56.6% |
| 6M | +60.9% | +1.9% | +59.0% | +72.7% |
| YTD | +40.7% | +2.7% | +38.1% | +54.1% |
| 1Y | +73.3% | +4.0% | +69.3% | +96.0% |
| 3Y | +40.6% | +14.0% | +26.5% | +72.3% |
| All | +40.6% | +14.0% | +26.5% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling