+379.0%
RCL vs CRL
+400.8%
-21.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.7% | -1.7% | +1.0% |
| 7D | +5.0% | +4.4% | +0.6% | +2.5% |
| 30D | +19.4% | +17.1% | +2.3% | +10.2% |
| 3M | +5.9% | +32.1% | -26.2% | -7.8% |
| 6M | +23.8% | +98.9% | -75.1% | -11.3% |
| YTD | +22.8% | +77.1% | -54.3% | -8.6% |
| 1Y | +34.3% | +110.3% | -76.0% | -7.6% |
| 3Y | +276.4% | +108.5% | +167.9% | +136.0% |
| 5Y | +281.6% | -7.9% | +289.4% | +252.5% |
| 10Y | +379.0% | +368.9% | +10.1% | +81.7% |
| All | +379.0% | +400.8% | -21.8% | +81.7% |
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