+272.5%
RF vs CRL
+386.8%
-114.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.8% | -8.2% | -3.1% |
| 7D | -0.9% | -6.1% | +5.2% | +0.8% |
| 30D | +6.0% | +12.4% | -6.4% | +0.9% |
| 3M | -8.9% | +27.1% | -36.0% | -17.4% |
| 6M | +2.3% | +85.7% | -83.4% | -20.2% |
| YTD | +7.6% | +69.2% | -61.6% | -14.6% |
| 1Y | +21.2% | +97.5% | -76.4% | -9.5% |
| 3Y | +108.5% | +86.1% | +22.4% | +48.7% |
| 5Y | +43.2% | -10.0% | +53.3% | +34.7% |
| All | +272.5% | +386.8% | -114.3% | +34.0% |
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