+854.6%
DE vs CRL
+249.3%
+605.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.6% |
| 7D | -2.4% | -6.9% | +4.6% | -0.4% |
| 30D | +9.7% | -3.2% | +12.9% | +10.6% |
| 3M | +21.4% | +46.5% | -25.2% | +8.1% |
| 6M | +15.0% | +63.1% | -48.1% | -1.9% |
| YTD | +46.4% | +36.9% | +9.6% | +30.7% |
| 1Y | +45.6% | +78.1% | -32.5% | +18.9% |
| 3Y | +76.8% | +36.7% | +40.1% | +48.0% |
| 5Y | +99.4% | -38.1% | +137.5% | +118.8% |
| All | +854.6% | +249.3% | +605.2% | +404.2% |
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