+67.3%
DD vs CRL
+249.3%
-182.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.5% | +0.1% |
| 7D | -2.9% | -6.9% | +4.0% | -0.7% |
| 30D | -11.5% | -3.2% | -8.3% | -10.7% |
| 3M | -5.4% | +46.5% | -51.9% | -17.1% |
| 6M | -6.9% | +63.1% | -70.0% | -22.2% |
| YTD | +6.9% | +36.9% | -30.0% | -5.9% |
| 1Y | +35.6% | +78.1% | -42.5% | +8.1% |
| 3Y | +42.5% | +36.7% | +5.9% | +16.8% |
| 5Y | +58.5% | -38.1% | +96.6% | +70.0% |
| All | +67.3% | +249.3% | -182.0% | -10.4% |
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