+261.5%
RF vs CRL
+400.8%
-139.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.7% | -2.5% | +0.6% |
| 7D | -0.1% | +4.4% | -4.5% | -2.0% |
| 30D | +7.0% | +17.1% | -10.1% | +0.5% |
| 3M | -7.0% | +32.1% | -39.1% | -16.8% |
| 6M | +6.8% | +98.9% | -92.2% | -18.7% |
| YTD | +9.9% | +77.1% | -67.2% | -14.1% |
| 1Y | +21.1% | +110.3% | -89.1% | -11.5% |
| 3Y | +119.6% | +108.5% | +11.1% | +50.0% |
| 5Y | +46.2% | -7.9% | +54.0% | +36.9% |
| 10Y | +261.5% | +368.9% | -107.4% | +38.6% |
| All | +261.5% | +400.8% | -139.3% | +38.6% |
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