+304.8%
SPY vs CRL
+353.6%
-48.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | +0.2% |
| 7D | -0.6% | -1.7% | +1.1% | -0.3% |
| 30D | -3.7% | +14.6% | -18.3% | -7.6% |
| 3M | -2.7% | +24.8% | -27.6% | -9.1% |
| 6M | +2.2% | +94.7% | -92.5% | -16.2% |
| YTD | +10.8% | +73.4% | -62.5% | -7.2% |
| 1Y | +11.2% | +104.7% | -93.4% | -11.5% |
| 3Y | +76.5% | +101.1% | -24.6% | +31.7% |
| 5Y | +72.9% | -10.8% | +83.7% | +66.9% |
| 10Y | +304.8% | +358.8% | -54.0% | +114.7% |
| All | +304.8% | +353.6% | -48.8% | +114.7% |
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