+236.1%
EW vs CRL
+353.6%
-117.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | 0.0% |
| 7D | +9.3% | -1.7% | +11.0% | +9.5% |
| 30D | +22.1% | +14.6% | +7.5% | +16.4% |
| 3M | +13.0% | +24.8% | -11.8% | +4.7% |
| 6M | +30.1% | +94.7% | -64.6% | +3.9% |
| YTD | +22.0% | +73.4% | -51.3% | -0.2% |
| 1Y | +23.7% | +104.7% | -80.9% | -4.4% |
| 3Y | +62.0% | +101.1% | -39.1% | +14.7% |
| 5Y | -12.4% | -10.8% | -1.6% | -14.0% |
| 10Y | +236.1% | +358.8% | -122.7% | +47.9% |
| All | +236.1% | +353.6% | -117.6% | +47.9% |
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