-44.7%
S vs CRL
-4.9%
-39.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.7% | +3.4% | +5.8% |
| 7D | +1.6% | +4.4% | -2.8% | -0.7% |
| 30D | -10.5% | +17.1% | -27.5% | -17.0% |
| 3M | +9.9% | +32.1% | -22.2% | -4.7% |
| 6M | +41.8% | +98.9% | -57.2% | -1.3% |
| YTD | +56.8% | +77.1% | -20.3% | +14.1% |
| 1Y | +39.0% | +110.3% | -71.3% | -7.7% |
| 3Y | +53.8% | +108.5% | -54.7% | -9.9% |
| 5Y | -68.6% | -7.9% | -60.7% | -64.9% |
| All | -44.7% | -4.9% | -39.7% | -39.7% |
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