+243.8%
HPQ vs CRL
+256.1%
-12.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.9% | +6.5% | +7.7% |
| 7D | +9.8% | -3.5% | +13.3% | +11.2% |
| 30D | +22.4% | -2.1% | +24.5% | +23.0% |
| 3M | +45.2% | +48.0% | -2.8% | +24.8% |
| 6M | +96.4% | +64.7% | +31.7% | +60.0% |
| YTD | +65.4% | +39.5% | +25.9% | +42.4% |
| 1Y | +31.6% | +74.2% | -42.6% | +3.1% |
| 3Y | +37.0% | +39.4% | -2.3% | +9.4% |
| 5Y | +53.0% | -36.9% | +89.9% | +66.7% |
| All | +243.8% | +256.1% | -12.2% | +61.8% |
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