+86.1%
CRL vs TAP
-23.7%
+109.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -4.5% | +12.3% | +8.5% |
| 7D | -6.1% | +0.5% | -6.6% | -6.6% |
| 30D | +12.4% | +9.1% | +3.2% | +9.4% |
| 3M | +27.1% | -3.8% | +30.9% | +27.5% |
| 6M | +85.7% | -3.4% | +89.2% | +85.6% |
| YTD | +69.2% | -10.6% | +79.8% | +71.0% |
| 1Y | +97.5% | -4.4% | +101.9% | +94.4% |
| 3Y | +86.1% | -24.4% | +110.5% | +90.9% |
| All | +86.1% | -23.7% | +109.8% | +90.9% |
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