+284.9%
IR vs CRL
+217.5%
+67.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.0% | -0.7% |
| 7D | +0.6% | -0.6% | +1.2% | +0.8% |
| 30D | -13.6% | +5.0% | -18.6% | -15.2% |
| 3M | +3.7% | +50.6% | -46.9% | -11.0% |
| 6M | -13.1% | +60.9% | -74.0% | -28.2% |
| YTD | -5.1% | +40.7% | -45.9% | -18.2% |
| 1Y | -6.5% | +73.3% | -79.8% | -25.9% |
| 3Y | +8.5% | +40.6% | -32.1% | -12.8% |
| 5Y | +43.3% | -37.0% | +80.3% | +56.9% |
| All | +284.9% | +217.5% | +67.4% | +93.4% |
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