+243.6%
W vs CRL
+400.8%
-157.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.7% | -0.1% | +1.3% |
| 7D | +3.3% | +4.4% | -1.1% | -1.0% |
| 30D | +10.5% | +17.1% | -6.6% | -3.3% |
| 3M | +9.6% | +32.1% | -22.5% | -12.7% |
| 6M | +76.4% | +98.9% | -22.5% | +1.3% |
| YTD | +16.4% | +77.1% | -60.7% | -29.3% |
| 1Y | +9.3% | +110.3% | -100.9% | -42.2% |
| 3Y | +172.8% | +108.5% | +64.3% | +28.1% |
| 5Y | -53.4% | -7.9% | -45.5% | -56.1% |
| 10Y | +243.6% | +368.9% | -125.3% | -3.1% |
| All | +243.6% | +400.8% | -157.2% | -3.1% |
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