+65.2%
PR vs CRL
+386.8%
-321.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.8% | -5.9% | -0.4% |
| 7D | -16.4% | -6.1% | -10.3% | -14.8% |
| 30D | -1.9% | +12.4% | -14.3% | -5.6% |
| 3M | +8.0% | +27.1% | -19.2% | -0.3% |
| 6M | +4.1% | +85.7% | -81.6% | -16.0% |
| YTD | +58.7% | +69.2% | -10.5% | +29.4% |
| 1Y | +75.8% | +97.5% | -21.7% | +35.5% |
| 3Y | +73.2% | +86.1% | -12.9% | +27.2% |
| 5Y | +230.1% | -10.0% | +240.2% | +209.3% |
| All | +65.2% | +386.8% | -321.6% | +3.4% |
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