+76.2%
O vs CRL
+350.3%
-274.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +7.1% | +11.9% | -4.8% | +3.9% |
| 3M | -5.2% | +20.2% | -25.4% | -9.7% |
| 6M | -1.8% | +107.5% | -109.3% | -18.0% |
| YTD | +9.1% | +69.4% | -60.4% | -5.8% |
| 1Y | +9.7% | +99.7% | -90.1% | -9.3% |
| 3Y | +39.1% | +98.8% | -59.6% | +7.2% |
| 5Y | +8.4% | -12.4% | +20.8% | +8.3% |
| All | +76.2% | +350.3% | -274.1% | -4.4% |
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