+372.3%
EAT vs CRL
+249.3%
+122.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.5% |
| 7D | -6.2% | -6.9% | +0.7% | -3.3% |
| 30D | -3.0% | -3.2% | +0.2% | -1.7% |
| 3M | +45.6% | +46.5% | -0.9% | +22.4% |
| 6M | +53.5% | +63.1% | -9.6% | +21.3% |
| YTD | +49.6% | +36.9% | +12.7% | +26.3% |
| 1Y | +38.9% | +78.1% | -39.2% | +2.3% |
| 3Y | +589.7% | +36.7% | +553.0% | +421.3% |
| 5Y | +318.7% | -38.1% | +356.8% | +386.6% |
| All | +372.3% | +249.3% | +122.9% | +103.5% |
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