+100.4%
CRL vs TAP
-24.6%
+125.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +8.9% | -6.3% | +15.2% | +9.8% |
| 30D | +14.0% | +2.7% | +11.3% | +12.4% |
| 3M | +19.8% | -3.7% | +23.6% | +19.9% |
| 6M | +102.0% | -2.0% | +104.1% | +100.4% |
| YTD | +70.8% | -12.3% | +83.2% | +73.1% |
| 1Y | +98.7% | -10.1% | +108.8% | +99.3% |
| All | +100.4% | -24.6% | +125.0% | +111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling