+83.5%
CRL vs TAP
+4.4%
+79.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.0% | -10.3% | -6.8% |
| 7D | -12.8% | +9.9% | -22.7% | -11.8% |
| 30D | +5.0% | +18.1% | -13.1% | +6.1% |
| 3M | +39.4% | +3.2% | +36.2% | +41.0% |
| 6M | +89.4% | +8.4% | +80.9% | +91.5% |
| YTD | +63.6% | -4.4% | +68.0% | +63.8% |
| 1Y | +83.5% | +3.2% | +80.2% | +86.3% |
| All | +83.5% | +4.4% | +79.1% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling