+134.9%
CRL vs TW
+301.3%
-166.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.1% |
| 7D | +0.1% | +3.9% | -3.8% | -1.3% |
| 30D | +11.9% | +19.9% | -8.0% | +4.5% |
| 3M | +20.2% | +25.9% | -5.8% | +9.8% |
| 6M | +107.5% | +21.1% | +86.4% | +90.6% |
| YTD | +69.4% | +23.9% | +45.5% | +51.9% |
| 1Y | +99.7% | +21.2% | +78.5% | +80.7% |
| 3Y | +98.8% | +44.8% | +54.0% | +58.7% |
| 5Y | -12.4% | +41.4% | -53.8% | -30.7% |
| All | +134.9% | +301.3% | -166.5% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling