+99.4%
DD vs CRL
+354.1%
-254.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.4% |
| 7D | +6.7% | +8.9% | -2.1% | +3.8% |
| 30D | +19.4% | +14.0% | +5.4% | +14.1% |
| 3M | +7.6% | +19.8% | -12.2% | +0.9% |
| 6M | +2.9% | +102.0% | -99.1% | -19.7% |
| YTD | +29.9% | +70.8% | -41.0% | +5.7% |
| 1Y | +28.6% | +98.7% | -70.1% | -0.8% |
| 3Y | +90.0% | +98.2% | -8.2% | +36.2% |
| 5Y | +68.1% | -11.7% | +79.8% | +59.7% |
| All | +99.4% | +354.1% | -254.6% | 0.0% |
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