+31.2%
EL vs CRL
+241.6%
-210.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.1% |
| 7D | +1.7% | -0.6% | +2.2% | +1.9% |
| 30D | +15.5% | +5.0% | +10.5% | +13.6% |
| 3M | +20.6% | +50.6% | -30.0% | +3.3% |
| 6M | +10.5% | +60.9% | -50.5% | -8.5% |
| YTD | -1.9% | +40.7% | -42.6% | -14.7% |
| 1Y | +16.1% | +73.3% | -57.2% | -7.2% |
| 3Y | -30.2% | +40.6% | -70.8% | -43.3% |
| 5Y | -67.4% | -37.0% | -30.4% | -65.2% |
| 10Y | +31.2% | +244.3% | -213.0% | -28.0% |
| All | +31.2% | +241.6% | -210.4% | -28.0% |
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