+104.0%
ED vs CRL
+241.6%
-137.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.1% |
| 7D | +0.5% | -0.6% | +1.1% | +0.6% |
| 30D | +1.1% | +5.0% | -3.9% | +0.7% |
| 3M | +4.6% | +50.6% | -45.9% | +1.7% |
| 6M | -2.0% | +60.9% | -62.9% | -5.4% |
| YTD | +11.7% | +40.7% | -29.0% | +8.7% |
| 1Y | +15.7% | +73.3% | -57.6% | +10.5% |
| 3Y | +34.4% | +40.6% | -6.2% | +28.4% |
| 5Y | +67.3% | -37.0% | +104.3% | +75.1% |
| 10Y | +104.0% | +244.3% | -140.2% | +69.1% |
| All | +104.0% | +241.6% | -137.6% | +69.1% |
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