+421.0%
CRL vs USFR
+27.5%
+393.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | +10.7% | +0.3% | +10.4% | +10.5% |
| 3M | +55.3% | +1.0% | +54.3% | +54.5% |
| 6M | +60.7% | +1.9% | +58.7% | +59.1% |
| YTD | +44.6% | +2.6% | +42.0% | +42.8% |
| 1Y | +77.7% | +4.0% | +73.7% | +74.2% |
| 3Y | +37.6% | +14.1% | +23.5% | +28.1% |
| 5Y | -35.8% | +20.4% | -56.2% | -42.1% |
| 10Y | +241.7% | +28.0% | +213.7% | +199.0% |
| All | +421.0% | +27.5% | +393.5% | +358.9% |
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 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