+707.9%
P vs CRL
+400.8%
+307.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.7% | +1.6% | +4.2% |
| 7D | -9.6% | +4.4% | -14.0% | -11.1% |
| 30D | -33.4% | +17.1% | -50.5% | -37.6% |
| 3M | +14.2% | +32.1% | -17.9% | +1.4% |
| 6M | +31.6% | +98.9% | -67.4% | -4.9% |
| YTD | +53.5% | +77.1% | -23.7% | +15.1% |
| 1Y | +14.2% | +110.3% | -96.1% | -22.2% |
| 3Y | +190.5% | +108.5% | +82.0% | +76.6% |
| 5Y | +256.3% | -7.9% | +264.2% | +241.5% |
| 10Y | +707.9% | +368.9% | +338.9% | +157.9% |
| All | +707.9% | +400.8% | +307.0% | +157.9% |
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