+43.8%
D vs CRL
+400.8%
-357.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -1.1% |
| 7D | +0.8% | +4.4% | -3.6% | +0.1% |
| 30D | +10.7% | +17.1% | -6.4% | +8.1% |
| 3M | +2.3% | +32.1% | -29.8% | -1.9% |
| 6M | +12.5% | +98.9% | -86.4% | +1.5% |
| YTD | +20.1% | +77.1% | -57.0% | +9.3% |
| 1Y | +15.6% | +110.3% | -94.7% | +2.3% |
| 3Y | +75.2% | +108.5% | -33.3% | +48.8% |
| 5Y | +14.6% | -7.9% | +22.4% | +12.7% |
| 10Y | +43.8% | +368.9% | -325.2% | +3.7% |
| All | +43.8% | +400.8% | -357.1% | +3.7% |
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