+3,653.2%
FIX vs CRL
+386.8%
+3,266.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.8% | -2.4% | +2.7% |
| 7D | -17.5% | -6.1% | -11.4% | -15.3% |
| 30D | -41.6% | +12.4% | -54.0% | -43.6% |
| 3M | -40.6% | +27.1% | -67.7% | -45.3% |
| 6M | -49.4% | +85.7% | -135.1% | -59.7% |
| YTD | +9.2% | +69.2% | -60.0% | -11.4% |
| 1Y | +6.5% | +97.5% | -91.1% | -18.5% |
| 3Y | +448.7% | +86.1% | +362.6% | +303.7% |
| 5Y | +948.7% | -10.0% | +958.8% | +901.4% |
| All | +3,653.2% | +386.8% | +3,266.4% | +1,523.1% |
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