+238.9%
CRM vs RL
+311.3%
-72.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | -4.4% | -3.4% | -1.0% | -3.6% |
| 30D | +28.1% | -14.4% | +42.6% | +32.9% |
| 3M | +48.8% | -13.6% | +62.4% | +53.5% |
| 6M | +28.3% | +0.6% | +27.7% | +25.8% |
| YTD | -6.0% | -3.6% | -2.4% | -6.9% |
| 1Y | +1.4% | +8.3% | -6.9% | -2.9% |
| 3Y | +11.8% | +204.8% | -192.9% | -20.9% |
| 5Y | -2.0% | +232.9% | -235.0% | -33.5% |
| All | +238.9% | +311.3% | -72.4% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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