+1,001.8%
TER vs CRL
+400.8%
+601.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.7% | +8.0% | +10.4% |
| 7D | -5.8% | +4.4% | -10.1% | -7.3% |
| 30D | -38.9% | +17.1% | -56.0% | -43.3% |
| 3M | -35.1% | +32.1% | -67.2% | -43.4% |
| 6M | -31.6% | +98.9% | -130.5% | -52.1% |
| YTD | +27.2% | +77.1% | -49.9% | -7.5% |
| 1Y | +35.2% | +110.3% | -75.0% | -10.2% |
| 3Y | +192.8% | +108.5% | +84.3% | +78.7% |
| 5Y | +72.4% | -7.9% | +80.3% | +62.1% |
| 10Y | +1,001.8% | +368.9% | +632.9% | +313.7% |
| All | +1,001.8% | +400.8% | +601.0% | +313.7% |
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