+373.0%
RL vs CRL
+400.8%
-27.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.7% | +1.1% | +4.4% |
| 7D | +0.2% | +4.4% | -4.1% | -1.3% |
| 30D | +7.3% | +17.1% | -9.7% | +1.6% |
| 3M | +1.0% | +32.1% | -31.1% | -8.2% |
| 6M | +11.8% | +98.9% | -87.2% | -11.8% |
| YTD | +13.6% | +77.1% | -63.5% | -8.1% |
| 1Y | +24.0% | +110.3% | -86.2% | -5.3% |
| 3Y | +256.6% | +108.5% | +148.1% | +157.8% |
| 5Y | +240.2% | -7.9% | +248.1% | +212.6% |
| 10Y | +373.0% | +368.9% | +4.0% | +155.5% |
| All | +373.0% | +400.8% | -27.9% | +155.5% |
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