-3.4%
M vs CRL
+241.6%
-245.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -1.6% |
| 7D | +2.4% | -0.6% | +2.9% | +2.6% |
| 30D | -11.6% | +5.0% | -16.6% | -13.3% |
| 3M | +1.6% | +50.6% | -49.0% | -13.8% |
| 6M | +25.2% | +60.9% | -35.7% | +2.3% |
| YTD | +3.8% | +40.7% | -37.0% | -11.4% |
| 1Y | +36.3% | +73.3% | -37.0% | +6.2% |
| 3Y | +116.3% | +40.6% | +75.8% | +71.9% |
| 5Y | +28.2% | -37.0% | +65.2% | +34.1% |
| 10Y | -3.4% | +244.3% | -247.7% | -51.9% |
| All | -3.4% | +241.6% | -245.0% | -51.9% |
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