+1,449.6%
NET vs CRL
+118.3%
+1,331.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.1% |
| 7D | -7.0% | -1.0% | -5.9% | -6.5% |
| 30D | -4.8% | +10.7% | -15.4% | -9.9% |
| 3M | +3.8% | +55.3% | -51.5% | -18.9% |
| 6M | +50.0% | +60.7% | -10.6% | +13.6% |
| YTD | +41.5% | +44.6% | -3.1% | +12.1% |
| 1Y | +32.8% | +77.7% | -44.9% | -7.5% |
| 3Y | +335.9% | +37.6% | +298.3% | +212.4% |
| 5Y | +113.8% | -35.8% | +149.7% | +153.2% |
| All | +1,449.6% | +118.3% | +1,331.3% | +788.0% |
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