+109.1%
CRL vs TAP
-10.2%
+119.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.9% | +4.5% |
| 7D | +4.4% | -7.8% | +12.2% | +3.5% |
| 30D | +17.1% | +7.1% | +10.0% | +16.4% |
| 3M | +32.1% | -7.0% | +39.1% | +32.4% |
| 6M | +98.9% | -3.8% | +102.7% | +98.9% |
| YTD | +77.1% | -11.7% | +88.8% | +73.6% |
| All | +109.1% | -10.2% | +119.3% | +102.7% |
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