-9.7%
CRL vs TAP
+2.0%
-11.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -4.5% | +12.3% | +8.7% |
| 7D | -6.1% | +0.5% | -6.6% | -6.6% |
| 30D | +12.4% | +9.1% | +3.2% | +9.2% |
| 3M | +27.1% | -3.8% | +30.9% | +27.4% |
| 6M | +85.7% | -3.4% | +89.2% | +85.4% |
| YTD | +69.2% | -10.6% | +79.8% | +71.2% |
| 1Y | +97.5% | -4.4% | +101.9% | +95.3% |
| 3Y | +86.1% | -24.4% | +110.5% | +97.0% |
| All | -9.7% | +2.0% | -11.7% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling