+655.3%
P vs CRL
+358.0%
+297.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.3% | +4.8% |
| 7D | -4.7% | +5.0% | -9.7% | -6.5% |
| 30D | -31.4% | +13.5% | -45.0% | -34.9% |
| 3M | -2.6% | +21.5% | -24.2% | -10.5% |
| 6M | +21.9% | +103.4% | -81.5% | -12.5% |
| YTD | +58.9% | +71.8% | -12.9% | +20.8% |
| 1Y | +21.7% | +97.5% | -75.8% | -14.6% |
| 3Y | +193.3% | +99.2% | +94.1% | +82.2% |
| 5Y | +275.1% | -12.1% | +287.3% | +268.9% |
| 10Y | +655.3% | +359.2% | +296.1% | +136.9% |
| All | +655.3% | +358.0% | +297.3% | +136.9% |
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