+361.6%
PSX vs CRL
+350.3%
+11.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +7.8% | +0.1% | +7.7% | +7.8% |
| 30D | -10.9% | +11.9% | -22.8% | -13.6% |
| 3M | +14.5% | +20.2% | -5.7% | +8.7% |
| 6M | +56.1% | +107.5% | -51.4% | +27.7% |
| YTD | +109.6% | +69.4% | +40.2% | +78.1% |
| 1Y | +95.5% | +99.7% | -4.2% | +58.3% |
| 3Y | +156.2% | +98.8% | +57.4% | +95.1% |
| 5Y | +310.0% | -12.4% | +322.4% | +299.0% |
| All | +361.6% | +350.3% | +11.4% | +135.7% |
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