+755.9%
DE vs CRL
+350.3%
+405.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.5% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | +3.6% | +11.9% | -8.3% | -0.3% |
| 3M | +10.2% | +20.2% | -9.9% | +3.7% |
| 6M | +16.6% | +107.5% | -91.0% | -7.2% |
| YTD | +45.8% | +69.4% | -23.6% | +21.4% |
| 1Y | +43.9% | +99.7% | -55.8% | +13.7% |
| 3Y | +89.6% | +98.8% | -9.2% | +39.8% |
| 5Y | +100.3% | -12.4% | +112.7% | +94.8% |
| All | +755.9% | +350.3% | +405.6% | +314.1% |
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