+309.3%
EAT vs CRL
+354.1%
-44.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.3% |
| 7D | -7.1% | +8.9% | -16.0% | -10.5% |
| 30D | -2.3% | +14.0% | -16.3% | -8.6% |
| 3M | -19.6% | +19.8% | -39.5% | -26.9% |
| 6M | +46.0% | +102.0% | -56.0% | +4.5% |
| YTD | +37.7% | +70.8% | -33.2% | +4.1% |
| 1Y | +73.8% | +98.7% | -24.9% | +22.0% |
| 3Y | +482.1% | +98.2% | +383.9% | +263.1% |
| 5Y | +362.5% | -11.7% | +374.1% | +345.9% |
| All | +309.3% | +354.1% | -44.7% | +63.6% |
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