+125.6%
EW vs CRL
+244.4%
-118.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.4% |
| 7D | -5.1% | -4.6% | -0.5% | -3.7% |
| 30D | -6.4% | +0.5% | -6.8% | -6.6% |
| 3M | -1.6% | +46.6% | -48.2% | -13.3% |
| 6M | +2.3% | +57.3% | -55.0% | -13.1% |
| YTD | +1.1% | +39.5% | -38.4% | -11.1% |
| 1Y | +8.0% | +76.9% | -68.9% | -13.3% |
| 3Y | +16.3% | +39.4% | -23.0% | -6.0% |
| 5Y | -29.4% | -37.2% | +7.8% | -20.7% |
| 10Y | +125.6% | +253.4% | -127.8% | +3.4% |
| All | +125.6% | +244.4% | -118.8% | +3.4% |
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