+69.0%
F vs CRL
+358.0%
-289.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -2.1% | +5.0% | -7.2% | -3.8% |
| 30D | +3.3% | +13.5% | -10.2% | -1.7% |
| 3M | -11.3% | +21.5% | -32.8% | -17.8% |
| 6M | +5.3% | +103.4% | -98.1% | -18.7% |
| YTD | -2.2% | +71.8% | -74.0% | -21.3% |
| 1Y | -3.5% | +97.5% | -101.1% | -26.1% |
| 3Y | +49.5% | +99.2% | -49.7% | +6.7% |
| 5Y | -13.5% | -12.1% | -1.4% | -18.8% |
| 10Y | +69.0% | +359.2% | -290.2% | -14.5% |
| All | +69.0% | +358.0% | -289.0% | -14.5% |
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