-15.6%
Z vs CRL
+350.3%
-365.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.9% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +5.2% | +11.9% | -6.7% | -2.9% |
| 3M | -17.0% | +20.2% | -37.2% | -26.7% |
| 6M | -22.7% | +107.5% | -130.2% | -50.8% |
| YTD | -56.3% | +69.4% | -125.7% | -69.2% |
| 1Y | -57.7% | +99.7% | -157.4% | -72.9% |
| 3Y | -16.5% | +98.8% | -115.3% | -52.7% |
| 5Y | -53.4% | -12.4% | -41.0% | -55.4% |
| All | -15.6% | +350.3% | -365.9% | -70.5% |
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