+95.6%
F vs CRL
+247.0%
-151.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.1% | +2.0% |
| 7D | +5.3% | -1.0% | +6.4% | +5.7% |
| 30D | +4.6% | +10.7% | -6.1% | +1.1% |
| 3M | -3.7% | +55.3% | -58.9% | -17.4% |
| 6M | +16.8% | +60.7% | -43.8% | -2.2% |
| YTD | +15.3% | +44.6% | -29.3% | -0.6% |
| 1Y | +31.0% | +77.7% | -46.7% | +4.5% |
| 3Y | +45.4% | +37.6% | +7.8% | +19.8% |
| 5Y | +54.7% | -35.8% | +90.5% | +62.3% |
| All | +95.6% | +247.0% | -151.4% | +4.8% |
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