+90.9%
IT vs CRL
+358.0%
-267.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.5% |
| 7D | -6.8% | +5.0% | -11.9% | -8.6% |
| 30D | -0.6% | +13.5% | -14.1% | -6.1% |
| 3M | +3.1% | +21.5% | -18.5% | -5.4% |
| 6M | +25.5% | +103.4% | -77.9% | -5.6% |
| YTD | -23.5% | +71.8% | -95.3% | -39.2% |
| 1Y | -16.6% | +97.5% | -114.2% | -37.2% |
| 3Y | -53.1% | +99.2% | -152.4% | -67.6% |
| 5Y | -41.4% | -12.1% | -29.3% | -43.3% |
| 10Y | +90.9% | +359.2% | -268.2% | -5.9% |
| All | +90.9% | +358.0% | -267.1% | -5.9% |
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