+330.5%
CSCO vs CRL
+358.0%
-27.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.9% |
| 7D | -2.8% | +5.0% | -7.8% | -3.9% |
| 30D | -12.6% | +13.5% | -26.2% | -15.5% |
| 3M | -16.0% | +21.5% | -37.5% | -20.2% |
| 6M | +2.8% | +103.4% | -100.6% | -14.6% |
| YTD | +33.2% | +71.8% | -38.6% | +14.1% |
| 1Y | +43.1% | +97.5% | -54.4% | +18.0% |
| 3Y | +106.7% | +99.2% | +7.4% | +58.9% |
| 5Y | +103.6% | -12.1% | +115.7% | +101.3% |
| 10Y | +330.5% | +359.2% | -28.7% | +137.9% |
| All | +330.5% | +358.0% | -27.5% | +137.9% |
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