+3,644.4%
FIX vs CRL
+353.6%
+3,290.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | +0.1% |
| 7D | -13.9% | -1.7% | -12.2% | -13.0% |
| 30D | -35.5% | +14.6% | -50.1% | -38.2% |
| 3M | -33.9% | +24.8% | -58.8% | -38.7% |
| 6M | -43.3% | +94.7% | -138.0% | -55.6% |
| YTD | +18.7% | +73.4% | -54.7% | -4.3% |
| 1Y | +13.8% | +104.7% | -90.9% | -13.8% |
| 3Y | +495.0% | +101.1% | +393.9% | +326.1% |
| 5Y | +1,049.0% | -10.8% | +1,059.8% | +1,005.4% |
| 10Y | +3,644.4% | +358.8% | +3,285.6% | +1,624.5% |
| All | +3,644.4% | +353.6% | +3,290.8% | +1,624.5% |
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