+3,800.0%
FIX vs CRL
+400.8%
+3,399.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.7% | +4.7% | +7.8% |
| 7D | -7.2% | +4.4% | -11.6% | -8.1% |
| 30D | -35.1% | +17.1% | -52.2% | -38.2% |
| 3M | -34.3% | +32.1% | -66.4% | -40.2% |
| 6M | -42.9% | +98.9% | -141.9% | -55.6% |
| YTD | +19.5% | +77.1% | -57.7% | -4.4% |
| 1Y | +16.8% | +110.3% | -93.5% | -12.4% |
| 3Y | +506.7% | +108.5% | +398.2% | +328.8% |
| 5Y | +1,046.7% | -7.9% | +1,054.5% | +989.4% |
| 10Y | +3,800.0% | +368.9% | +3,431.0% | +1,688.0% |
| All | +3,800.0% | +400.8% | +3,399.1% | +1,688.0% |
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