-7.9%
CRL vs USFR
+21.3%
-29.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +4.4% | +0.1% | +4.3% | +4.5% |
| 30D | +17.1% | +0.4% | +16.7% | +18.0% |
| 3M | +32.1% | +1.1% | +31.0% | +35.1% |
| 6M | +98.9% | +2.0% | +96.9% | +107.8% |
| YTD | +77.1% | +3.4% | +73.7% | +89.8% |
| 1Y | +110.3% | +4.1% | +106.2% | +127.7% |
| 3Y | +108.5% | +14.3% | +94.2% | +147.1% |
| 5Y | -7.9% | +21.3% | -29.2% | +20.5% |
| All | -7.9% | +21.3% | -29.2% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling