+238.9%
CRM vs CL
+54.0%
+184.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.4% |
| 7D | -4.4% | -2.2% | -2.2% | -3.7% |
| 30D | +28.1% | -6.0% | +34.1% | +30.7% |
| 3M | +48.8% | -2.3% | +51.2% | +50.2% |
| 6M | +28.3% | -2.0% | +30.2% | +28.7% |
| YTD | -6.0% | +11.8% | -17.9% | -10.6% |
| 1Y | +1.4% | +5.8% | -4.4% | -1.8% |
| 3Y | +11.8% | +25.9% | -14.1% | -2.7% |
| 5Y | -2.0% | +26.9% | -29.0% | -16.2% |
| All | +238.9% | +54.0% | +184.9% | +165.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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