+3,553.2%
FIX vs CRL
+350.3%
+3,202.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -1.1% |
| 7D | +9.4% | +0.1% | +9.3% | +9.5% |
| 30D | -27.8% | +11.9% | -39.7% | -30.2% |
| 3M | -35.6% | +20.2% | -55.7% | -39.4% |
| 6M | -45.2% | +107.5% | -152.8% | -58.0% |
| YTD | +19.5% | +69.4% | -50.0% | -2.9% |
| 1Y | +24.2% | +99.7% | -75.5% | -5.1% |
| 3Y | +494.2% | +98.8% | +395.4% | +327.0% |
| 5Y | +1,036.1% | -12.4% | +1,048.6% | +999.6% |
| All | +3,553.2% | +350.3% | +3,202.9% | +1,583.5% |
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