-16.0%
Z vs CRL
+353.6%
-369.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.4% | -4.4% |
| 7D | -6.5% | -1.7% | -4.7% | -6.2% |
| 30D | -0.1% | +14.6% | -14.7% | -8.9% |
| 3M | -14.1% | +24.8% | -39.0% | -25.7% |
| 6M | -30.1% | +94.7% | -124.7% | -53.8% |
| YTD | -57.5% | +73.4% | -130.9% | -70.4% |
| 1Y | -60.3% | +104.7% | -165.0% | -74.9% |
| 3Y | -21.0% | +101.1% | -122.1% | -55.4% |
| 5Y | -54.9% | -10.8% | -44.1% | -57.2% |
| 10Y | -16.0% | +358.8% | -374.8% | -70.4% |
| All | -16.0% | +353.6% | -369.7% | -70.4% |
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