+826.4%
CRS vs CRL
+354.1%
+472.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | +7.4% | +8.9% | -1.5% | +3.7% |
| 30D | -21.2% | +14.0% | -35.2% | -25.8% |
| 3M | -43.3% | +19.8% | -63.1% | -47.9% |
| 6M | -29.4% | +102.0% | -131.4% | -48.7% |
| YTD | -4.7% | +70.8% | -75.5% | -26.8% |
| 1Y | -9.6% | +98.7% | -108.3% | -35.2% |
| 3Y | +355.5% | +98.2% | +257.3% | +199.6% |
| 5Y | +826.6% | -11.7% | +838.2% | +785.7% |
| All | +826.4% | +354.1% | +472.4% | +229.0% |
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