+441.9%
MAR vs CRL
+244.4%
+197.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | -0.5% | -4.6% | +4.1% | +0.9% |
| 30D | -4.7% | +0.5% | -5.1% | -4.9% |
| 3M | -15.6% | +46.6% | -62.2% | -25.4% |
| 6M | +1.2% | +57.3% | -56.1% | -13.4% |
| YTD | +7.5% | +39.5% | -32.0% | -5.1% |
| 1Y | +26.6% | +76.9% | -50.2% | +2.7% |
| 3Y | +66.0% | +39.4% | +26.6% | +36.8% |
| 5Y | +154.1% | -37.2% | +191.3% | +175.8% |
| 10Y | +441.9% | +253.4% | +188.4% | +174.5% |
| All | +441.9% | +244.4% | +197.4% | +174.5% |
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