+538.1%
CRL vs USFR
+28.5%
+509.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +4.4% | +0.1% | +4.3% | +4.3% |
| 30D | +17.1% | +0.4% | +16.7% | +16.9% |
| 3M | +32.1% | +1.1% | +31.0% | +31.4% |
| 6M | +98.9% | +2.0% | +96.9% | +97.0% |
| YTD | +77.1% | +3.4% | +73.7% | +74.2% |
| 1Y | +110.3% | +4.1% | +106.2% | +106.0% |
| 3Y | +108.5% | +14.3% | +94.2% | +94.0% |
| 5Y | -7.9% | +21.3% | -29.2% | -17.2% |
| 10Y | +368.9% | +28.5% | +340.5% | +309.1% |
| All | +538.1% | +28.5% | +509.6% | +459.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling