+1,211.4%
CRL vs TAP
+132.0%
+1,079.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -1.0% | -2.3% | +1.3% | -0.5% |
| 30D | +10.7% | -2.1% | +12.8% | +11.1% |
| 3M | +55.3% | +6.6% | +48.7% | +52.3% |
| 6M | +60.7% | -11.5% | +72.1% | +64.7% |
| YTD | +44.6% | -10.3% | +54.9% | +47.2% |
| 1Y | +77.7% | -14.4% | +92.1% | +82.7% |
| 3Y | +37.6% | -28.3% | +65.9% | +46.9% |
| 5Y | -35.8% | +1.7% | -37.5% | -37.9% |
| 10Y | +241.7% | -49.2% | +291.0% | +272.4% |
| All | +1,211.4% | +132.0% | +1,079.3% | +872.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling