+107.3%
PR vs CRL
+247.0%
-139.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.1% |
| 7D | +2.9% | -1.0% | +3.9% | +3.2% |
| 30D | +18.0% | +10.7% | +7.4% | +14.5% |
| 3M | +16.9% | +55.3% | -38.4% | +0.9% |
| 6M | +28.2% | +60.7% | -32.4% | +7.7% |
| YTD | +69.3% | +44.6% | +24.7% | +46.0% |
| 1Y | +69.5% | +77.7% | -8.2% | +34.8% |
| 3Y | +81.7% | +37.6% | +44.1% | +48.8% |
| 5Y | +422.2% | -35.8% | +458.1% | +447.6% |
| All | +107.3% | +247.0% | -139.7% | +32.7% |
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