+227.1%
LOW vs CRL
+249.3%
-22.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.4% |
| 7D | -2.6% | -6.9% | +4.3% | -0.3% |
| 30D | -11.1% | -3.2% | -8.0% | -10.3% |
| 3M | -8.5% | +46.5% | -55.0% | -19.9% |
| 6M | -20.8% | +63.1% | -84.0% | -34.0% |
| YTD | -17.2% | +36.9% | -54.1% | -27.3% |
| 1Y | -24.7% | +78.1% | -102.8% | -40.3% |
| 3Y | -9.7% | +36.7% | -46.4% | -26.4% |
| 5Y | +6.0% | -38.1% | +44.1% | +18.9% |
| All | +227.1% | +249.3% | -22.2% | +65.4% |
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