+141.5%
W vs CRL
+241.6%
-100.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +2.5% |
| 7D | +6.5% | -0.6% | +7.0% | +6.8% |
| 30D | -6.2% | +5.0% | -11.2% | -9.7% |
| 3M | +48.9% | +50.6% | -1.7% | +8.3% |
| 6M | +31.2% | +60.9% | -29.7% | -11.8% |
| YTD | -0.4% | +40.7% | -41.2% | -26.9% |
| 1Y | +14.8% | +73.3% | -58.5% | -30.6% |
| 3Y | +40.5% | +40.6% | -0.1% | -8.1% |
| 5Y | -62.1% | -37.0% | -25.2% | -52.1% |
| 10Y | +141.5% | +244.3% | -102.7% | -19.2% |
| All | +141.5% | +241.6% | -100.1% | -19.2% |
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