+209.8%
RF vs CRL
+354.1%
-144.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | +0.4% | +8.9% | -8.5% | -2.7% |
| 30D | +5.6% | +14.0% | -8.4% | 0.0% |
| 3M | -8.9% | +19.8% | -28.7% | -15.6% |
| 6M | +7.1% | +102.0% | -94.9% | -19.0% |
| YTD | +8.3% | +70.8% | -62.5% | -14.3% |
| 1Y | +16.8% | +98.7% | -81.9% | -12.8% |
| 3Y | +115.0% | +98.2% | +16.8% | +49.6% |
| 5Y | +46.4% | -11.7% | +58.1% | +39.3% |
| All | +209.8% | +354.1% | -144.2% | +19.4% |
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