+1,339.5%
CRS vs CRL
+249.3%
+1,090.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.4% |
| 7D | -4.1% | -6.9% | +2.8% | -1.2% |
| 30D | -16.6% | -3.2% | -13.4% | -15.7% |
| 3M | -14.3% | +46.5% | -60.8% | -28.0% |
| 6M | +11.6% | +63.1% | -51.5% | -11.3% |
| YTD | +42.6% | +36.9% | +5.7% | +20.7% |
| 1Y | +81.8% | +78.1% | +3.7% | +35.8% |
| 3Y | +632.1% | +36.7% | +595.4% | +470.0% |
| 5Y | +1,401.6% | -38.1% | +1,439.7% | +1,598.0% |
| All | +1,339.5% | +249.3% | +1,090.1% | +435.3% |
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