+634.6%
XYZ vs CRL
+353.6%
+281.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.2% | -2.0% |
| 7D | +12.6% | -1.7% | +14.3% | +12.7% |
| 30D | +10.8% | +14.6% | -3.8% | -0.9% |
| 3M | +8.4% | +24.8% | -16.5% | -8.9% |
| 6M | +14.3% | +94.7% | -80.3% | -30.6% |
| YTD | +31.5% | +73.4% | -41.9% | -14.9% |
| 1Y | +28.1% | +104.7% | -76.5% | -26.4% |
| 3Y | +66.2% | +101.1% | -34.9% | -18.5% |
| 5Y | -62.3% | -10.8% | -51.6% | -63.6% |
| 10Y | +634.6% | +358.8% | +275.8% | +128.0% |
| All | +634.6% | +353.6% | +281.0% | +128.0% |
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