+231.1%
GM vs CRL
+256.1%
-25.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.3% |
| 7D | -2.4% | -3.5% | +1.1% | -1.2% |
| 30D | -1.1% | -2.1% | +1.0% | -0.5% |
| 3M | +6.1% | +48.0% | -41.8% | -8.5% |
| 6M | +15.0% | +64.7% | -49.8% | -5.6% |
| YTD | +6.0% | +39.5% | -33.5% | -8.4% |
| 1Y | +47.1% | +74.2% | -27.1% | +16.2% |
| 3Y | +170.5% | +39.4% | +131.1% | +116.0% |
| 5Y | +80.5% | -36.9% | +117.4% | +96.2% |
| All | +231.1% | +256.1% | -25.0% | +69.2% |
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