+357.3%
RL vs CRL
+386.8%
-29.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.8% | -9.2% | -3.7% |
| 7D | -4.2% | -6.1% | +1.9% | -2.7% |
| 30D | +4.3% | +12.4% | -8.1% | -0.2% |
| 3M | -4.6% | +27.1% | -31.7% | -12.4% |
| 6M | +1.7% | +85.7% | -84.0% | -18.1% |
| YTD | +7.3% | +69.2% | -61.9% | -11.9% |
| 1Y | +20.8% | +97.5% | -76.7% | -6.0% |
| 3Y | +247.0% | +86.1% | +160.9% | +159.9% |
| 5Y | +225.5% | -10.0% | +235.5% | +201.0% |
| All | +357.3% | +386.8% | -29.5% | +136.4% |
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