+380.3%
NDAQ vs CRL
+244.4%
+135.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -1.6% | -4.6% | +3.0% | -0.3% |
| 30D | -1.5% | +0.5% | -2.0% | -1.7% |
| 3M | +8.0% | +46.6% | -38.6% | -3.0% |
| 6M | +7.7% | +57.3% | -49.5% | -6.2% |
| YTD | -2.3% | +39.5% | -41.9% | -12.2% |
| 1Y | +0.6% | +76.9% | -76.3% | -16.0% |
| 3Y | +90.9% | +39.4% | +51.6% | +61.0% |
| 5Y | +52.5% | -37.2% | +89.6% | +65.1% |
| 10Y | +380.3% | +253.4% | +126.9% | +172.4% |
| All | +380.3% | +244.4% | +135.8% | +172.4% |
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