+44.8%
PL vs CRL
+2.6%
+42.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | +13.4% | +5.0% | +8.3% | +11.5% |
| 30D | -10.2% | +13.5% | -23.7% | -14.4% |
| 3M | -39.5% | +21.5% | -61.0% | -44.0% |
| 6M | -65.7% | +103.4% | -169.2% | -74.7% |
| YTD | -27.3% | +71.8% | -99.1% | -43.5% |
| 1Y | +15.0% | +97.5% | -82.5% | -16.3% |
| 3Y | +560.8% | +99.2% | +461.6% | +351.9% |
| 5Y | +38.4% | -12.1% | +50.6% | +30.9% |
| All | +44.8% | +2.6% | +42.3% | +36.1% |
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