+91.4%
IT vs CRL
+244.4%
-153.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | -9.1% | -4.6% | -4.5% | -7.5% |
| 30D | -12.2% | +0.5% | -12.6% | -12.3% |
| 3M | +7.8% | +46.6% | -38.8% | -6.7% |
| 6M | +2.0% | +57.3% | -55.3% | -15.1% |
| YTD | -32.7% | +39.5% | -72.3% | -41.4% |
| 1Y | -31.1% | +76.9% | -108.0% | -45.5% |
| 3Y | -52.1% | +39.4% | -91.4% | -61.3% |
| 5Y | -46.3% | -37.2% | -9.1% | -40.0% |
| 10Y | +91.4% | +253.4% | -162.1% | +7.7% |
| All | +91.4% | +244.4% | -153.1% | +7.7% |
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