+78.7%
PR vs CRL
+358.0%
-279.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.0% |
| 7D | -0.5% | +5.0% | -5.5% | -2.1% |
| 30D | -4.6% | +13.5% | -18.1% | -8.6% |
| 3M | +4.7% | +21.5% | -16.8% | -2.1% |
| 6M | +12.4% | +103.4% | -91.0% | -12.0% |
| YTD | +62.9% | +71.8% | -8.9% | +32.1% |
| 1Y | +70.6% | +97.5% | -26.9% | +31.4% |
| 3Y | +90.0% | +99.2% | -9.2% | +35.8% |
| 5Y | +255.5% | -12.1% | +267.7% | +236.7% |
| 10Y | +78.7% | +359.2% | -280.4% | +9.0% |
| All | +78.7% | +358.0% | -279.3% | +9.0% |
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