+238.9%
CRM vs CRL
+256.1%
-17.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.2% |
| 7D | -4.4% | -3.5% | -0.9% | -3.1% |
| 30D | +28.1% | -2.1% | +30.3% | +29.1% |
| 3M | +48.8% | +48.0% | +0.9% | +27.1% |
| 6M | +28.3% | +64.7% | -36.5% | +3.4% |
| YTD | -6.0% | +39.5% | -45.5% | -19.4% |
| 1Y | +1.4% | +74.2% | -72.8% | -21.1% |
| 3Y | +11.8% | +39.4% | -27.5% | -12.1% |
| 5Y | -2.0% | -36.9% | +34.9% | +10.3% |
| All | +238.9% | +256.1% | -17.2% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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