+64.9%
EL vs CRL
+353.6%
-288.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.4% | +1.0% |
| 7D | +7.6% | -1.7% | +9.4% | +7.9% |
| 30D | +15.7% | +14.6% | +1.1% | +9.4% |
| 3M | +30.5% | +24.8% | +5.7% | +19.6% |
| 6M | +32.5% | +94.7% | -62.1% | +2.3% |
| YTD | +9.4% | +73.4% | -63.9% | -12.6% |
| 1Y | +28.4% | +104.7% | -76.3% | -3.6% |
| 3Y | +4.4% | +101.1% | -96.6% | -26.2% |
| 5Y | -64.5% | -10.8% | -53.7% | -66.8% |
| 10Y | +64.9% | +358.8% | -293.9% | -12.7% |
| All | +64.9% | +353.6% | -288.7% | -12.7% |
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