-37.5%
U vs CRL
+27.6%
-65.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +4.3% |
| 7D | +4.5% | -0.6% | +5.0% | +4.7% |
| 30D | -0.6% | +5.0% | -5.5% | -3.9% |
| 3M | +48.4% | +50.6% | -2.2% | +13.1% |
| 6M | +115.4% | +60.9% | +54.4% | +54.0% |
| YTD | -3.2% | +40.7% | -44.0% | -23.4% |
| 1Y | -6.0% | +73.3% | -79.4% | -36.6% |
| 3Y | +13.5% | +40.6% | -27.1% | -20.4% |
| 5Y | -68.0% | -37.0% | -31.0% | -57.8% |
| All | -37.5% | +27.6% | -65.1% | -57.9% |
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