+368.9%
CRL vs TAP
-49.5%
+418.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.9% | +4.9% |
| 7D | +4.4% | -7.8% | +12.2% | +6.1% |
| 30D | +17.1% | +7.1% | +10.0% | +14.4% |
| 3M | +32.1% | -7.0% | +39.1% | +33.3% |
| 6M | +98.9% | -3.8% | +102.7% | +98.5% |
| YTD | +77.1% | -11.7% | +88.8% | +79.6% |
| 1Y | +110.3% | -10.1% | +120.4% | +112.1% |
| 3Y | +108.5% | -23.7% | +132.2% | +118.1% |
| 5Y | -7.9% | +2.9% | -10.8% | -11.0% |
| 10Y | +368.9% | -49.5% | +418.4% | +381.4% |
| All | +368.9% | -49.5% | +418.4% | +381.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling