+3,759.0%
FIX vs CRL
+358.0%
+3,401.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.9% | +5.9% | +5.4% |
| 7D | +6.4% | +5.0% | +1.4% | +4.9% |
| 30D | -29.1% | +13.5% | -42.6% | -31.8% |
| 3M | -31.1% | +21.5% | -52.7% | -35.5% |
| 6M | -42.8% | +103.4% | -146.2% | -55.8% |
| YTD | +24.6% | +71.8% | -47.1% | +0.8% |
| 1Y | +21.9% | +97.5% | -75.6% | -6.4% |
| 3Y | +524.9% | +99.2% | +425.7% | +348.8% |
| 5Y | +1,092.2% | -12.1% | +1,104.4% | +1,053.8% |
| 10Y | +3,759.0% | +359.2% | +3,399.8% | +1,666.3% |
| All | +3,759.0% | +358.0% | +3,401.0% | +1,666.3% |
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