+1,744.2%
TER vs CRL
+241.6%
+1,502.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +6.9% | +5.5% |
| 7D | +11.0% | -0.6% | +11.5% | +11.1% |
| 30D | -1.9% | +5.0% | -6.8% | -4.4% |
| 3M | -0.7% | +50.6% | -51.3% | -19.8% |
| 6M | +36.4% | +60.9% | -24.6% | +5.2% |
| YTD | +92.4% | +40.7% | +51.7% | +56.6% |
| 1Y | +213.5% | +73.3% | +140.2% | +125.9% |
| 3Y | +277.2% | +40.6% | +236.7% | +181.8% |
| 5Y | +219.1% | -37.0% | +256.1% | +263.4% |
| 10Y | +1,744.2% | +244.3% | +1,500.0% | +718.2% |
| All | +1,744.2% | +241.6% | +1,502.6% | +718.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling