+345.2%
IR vs CRL
+299.6%
+45.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.7% | 0.0% | +3.1% |
| 7D | +5.0% | +4.4% | +0.6% | +3.3% |
| 30D | +10.3% | +17.1% | -6.8% | +3.7% |
| 3M | -0.1% | +32.1% | -32.2% | -10.3% |
| 6M | +14.8% | +98.9% | -84.2% | -12.0% |
| YTD | +9.7% | +77.1% | -67.4% | -13.5% |
| 1Y | +12.2% | +110.3% | -98.0% | -17.1% |
| 3Y | +30.0% | +108.5% | -78.5% | -10.5% |
| 5Y | +46.8% | -7.9% | +54.7% | +38.0% |
| All | +345.2% | +299.6% | +45.6% | +104.6% |
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