+377.3%
CSCO vs CRL
+244.4%
+132.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | 0.0% | -4.6% | +4.6% | +1.1% |
| 30D | -10.7% | +0.5% | -11.2% | -10.9% |
| 3M | -8.7% | +46.6% | -55.4% | -17.2% |
| 6M | +44.9% | +57.3% | -12.4% | +27.7% |
| YTD | +44.1% | +39.5% | +4.6% | +30.4% |
| 1Y | +65.9% | +76.9% | -11.0% | +39.9% |
| 3Y | +109.0% | +39.4% | +69.7% | +77.7% |
| 5Y | +114.8% | -37.2% | +151.9% | +133.9% |
| 10Y | +377.3% | +253.4% | +123.9% | +166.5% |
| All | +377.3% | +244.4% | +132.9% | +166.5% |
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