+97.5%
REGN vs CRL
+256.1%
-158.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -2.0% |
| 7D | -5.6% | -3.5% | -2.0% | -4.7% |
| 30D | -2.0% | -2.1% | +0.2% | -1.4% |
| 3M | +28.0% | +48.0% | -20.0% | +15.0% |
| 6M | +1.2% | +64.7% | -63.6% | -12.5% |
| YTD | +1.6% | +39.5% | -37.9% | -8.6% |
| 1Y | +38.2% | +74.2% | -36.0% | +16.1% |
| 3Y | -5.4% | +39.4% | -44.7% | -19.5% |
| 5Y | +21.3% | -36.9% | +58.2% | +29.8% |
| All | +97.5% | +256.1% | -158.6% | -15.5% |
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