+217.0%
W vs CRL
+353.6%
-136.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -2.2% |
| 7D | +1.1% | -1.7% | +2.8% | +1.3% |
| 30D | +6.4% | +14.6% | -8.2% | -5.4% |
| 3M | +9.0% | +24.8% | -15.9% | -9.5% |
| 6M | +69.8% | +94.7% | -24.9% | -0.9% |
| YTD | +12.1% | +73.4% | -61.3% | -30.9% |
| 1Y | 0.0% | +104.7% | -104.6% | -46.1% |
| 3Y | +160.3% | +101.1% | +59.3% | +25.8% |
| 5Y | -53.3% | -10.8% | -42.5% | -54.9% |
| 10Y | +217.0% | +358.8% | -141.8% | -9.6% |
| All | +217.0% | +353.6% | -136.7% | -9.6% |
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