+686.6%
P vs CRL
+386.8%
+299.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.8% | -4.3% | +0.1% |
| 7D | -23.8% | -6.1% | -17.7% | -21.4% |
| 30D | -36.6% | +12.4% | -49.0% | -39.5% |
| 3M | +10.9% | +27.1% | -16.2% | +0.1% |
| 6M | +30.0% | +85.7% | -55.7% | -3.2% |
| YTD | +44.4% | +69.2% | -24.8% | +10.5% |
| 1Y | +3.9% | +97.5% | -93.6% | -27.2% |
| 3Y | +176.6% | +86.1% | +90.5% | +78.3% |
| 5Y | +249.3% | -10.0% | +259.3% | +236.0% |
| All | +686.6% | +386.8% | +299.8% | +144.8% |
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