+349.8%
EAT vs CRL
+400.8%
-51.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.7% | -6.2% | -3.4% |
| 7D | -3.9% | +4.4% | -8.3% | -6.3% |
| 30D | +5.0% | +17.1% | -12.1% | -2.9% |
| 3M | -9.6% | +32.1% | -41.7% | -21.1% |
| 6M | +46.8% | +98.9% | -52.2% | +5.8% |
| YTD | +41.8% | +77.1% | -35.3% | +5.6% |
| 1Y | +98.3% | +110.3% | -12.0% | +35.7% |
| 3Y | +503.1% | +108.5% | +394.6% | +267.5% |
| 5Y | +356.7% | -7.9% | +364.5% | +331.7% |
| 10Y | +349.8% | +368.9% | -19.1% | +78.2% |
| All | +349.8% | +400.8% | -51.0% | +78.2% |
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