+89.2%
IT vs CRL
+350.3%
-261.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | +1.1% | +0.1% | +0.9% | +1.0% |
| 30D | -1.8% | +11.9% | -13.8% | -6.8% |
| 3M | +4.8% | +20.2% | -15.3% | -3.3% |
| 6M | +33.0% | +107.5% | -74.5% | -0.7% |
| YTD | -23.8% | +69.4% | -93.3% | -39.2% |
| 1Y | -16.5% | +99.7% | -116.3% | -37.4% |
| 3Y | -53.6% | +98.8% | -152.4% | -68.0% |
| 5Y | -42.1% | -12.4% | -29.7% | -44.0% |
| All | +89.2% | +350.3% | -261.1% | -6.3% |
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