+208.9%
W vs CRL
+354.1%
-145.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.2% |
| 7D | -1.7% | +8.9% | -10.6% | -7.7% |
| 30D | +3.2% | +14.0% | -10.7% | -7.9% |
| 3M | +8.3% | +19.8% | -11.6% | -7.3% |
| 6M | +84.3% | +102.0% | -17.7% | +4.4% |
| YTD | +11.0% | +70.8% | -59.8% | -30.8% |
| 1Y | -0.2% | +98.7% | -98.9% | -45.0% |
| 3Y | +157.9% | +98.2% | +59.8% | +25.9% |
| 5Y | -56.8% | -11.7% | -45.1% | -58.0% |
| All | +208.9% | +354.1% | -145.2% | -11.1% |
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