-54.3%
S vs CRL
-24.5%
-29.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.0% |
| 7D | -5.8% | -0.6% | -5.3% | -5.7% |
| 30D | -9.2% | +5.0% | -14.2% | -11.6% |
| 3M | +23.4% | +50.6% | -27.2% | -0.4% |
| 6M | +36.9% | +60.9% | -24.0% | +4.9% |
| YTD | +29.5% | +40.7% | -11.2% | +5.8% |
| 1Y | +5.4% | +73.3% | -67.9% | -23.6% |
| 3Y | +14.7% | +40.6% | -25.9% | -15.0% |
| 5Y | -71.5% | -37.0% | -34.5% | -61.2% |
| All | -54.3% | -24.5% | -29.8% | -44.1% |
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