+67.3%
F vs CRL
+350.3%
-282.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | 0.0% | +11.9% | -11.9% | -4.4% |
| 3M | -13.2% | +20.2% | -33.4% | -19.3% |
| 6M | -10.2% | +107.5% | -117.7% | -31.0% |
| YTD | -4.9% | +69.4% | -74.4% | -23.1% |
| 1Y | -6.1% | +99.7% | -105.8% | -28.4% |
| 3Y | +46.0% | +98.8% | -52.8% | +4.2% |
| 5Y | -15.7% | -12.4% | -3.3% | -20.8% |
| All | +67.3% | +350.3% | -282.9% | -15.4% |
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