+62.5%
T vs CRL
+350.3%
-287.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | -3.8% | +11.9% | -15.7% | -5.2% |
| 3M | -8.7% | +20.2% | -28.9% | -10.9% |
| 6M | -8.1% | +107.5% | -115.7% | -16.0% |
| YTD | -6.4% | +69.4% | -75.9% | -13.0% |
| 1Y | -9.8% | +99.7% | -109.5% | -18.1% |
| 3Y | +65.5% | +98.8% | -33.3% | +44.3% |
| 5Y | +57.0% | -12.4% | +69.4% | +58.4% |
| All | +62.5% | +350.3% | -287.8% | +14.1% |
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