-0.9%
Z vs CRL
+247.0%
-247.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.5% | -1.2% |
| 7D | -3.0% | -1.0% | -2.0% | -2.4% |
| 30D | -4.2% | +10.7% | -14.8% | -9.4% |
| 3M | -3.7% | +55.3% | -59.0% | -25.5% |
| 6M | -24.5% | +60.7% | -85.2% | -43.8% |
| YTD | -49.3% | +44.6% | -93.9% | -60.0% |
| 1Y | -58.7% | +77.7% | -136.4% | -71.4% |
| 3Y | -34.1% | +37.6% | -71.8% | -52.1% |
| 5Y | -64.5% | -35.8% | -28.7% | -57.5% |
| All | -0.9% | +247.0% | -247.9% | -54.0% |
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