+507.3%
MAR vs CRL
+356.6%
+150.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | +1.0% | +5.0% | -4.0% | -0.6% |
| 30D | +16.2% | +13.5% | +2.7% | +11.1% |
| 3M | +23.1% | +21.5% | +1.5% | +14.8% |
| 6M | +22.0% | +103.4% | -81.5% | -3.7% |
| YTD | +39.2% | +71.8% | -32.6% | +14.2% |
| 1Y | +48.3% | +97.5% | -49.3% | +16.2% |
| 3Y | +123.4% | +99.2% | +24.1% | +62.4% |
| 5Y | +185.4% | -12.1% | +197.5% | +175.2% |
| All | +507.3% | +356.6% | +150.8% | +194.6% |
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