-10.9%
DOW vs CRL
+90.7%
-101.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -6.0% | -4.6% | -1.4% | -4.6% |
| 30D | -2.7% | +0.5% | -3.2% | -3.0% |
| 3M | -10.5% | +46.6% | -57.1% | -21.7% |
| 6M | -12.4% | +57.3% | -69.7% | -26.7% |
| YTD | +30.0% | +39.5% | -9.5% | +13.0% |
| 1Y | +27.8% | +76.9% | -49.1% | +1.5% |
| 3Y | -34.9% | +39.4% | -74.3% | -47.2% |
| 5Y | -35.9% | -37.2% | +1.3% | -29.7% |
| All | -10.9% | +90.7% | -101.6% | -55.2% |
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