+82.7%
O vs CRL
+353.6%
-270.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.5% |
| 7D | +3.5% | -1.7% | +5.3% | +3.7% |
| 30D | +10.4% | +14.6% | -4.2% | +6.6% |
| 3M | -2.4% | +24.8% | -27.3% | -7.8% |
| 6M | -1.2% | +94.7% | -95.9% | -16.3% |
| YTD | +10.4% | +73.4% | -62.9% | -5.1% |
| 1Y | +11.4% | +104.7% | -93.2% | -8.3% |
| 3Y | +40.4% | +101.1% | -60.7% | +8.0% |
| 5Y | +12.1% | -10.8% | +22.9% | +11.7% |
| 10Y | +82.7% | +358.8% | -276.1% | -1.5% |
| All | +82.7% | +353.6% | -270.9% | -1.5% |
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