+99.8%
CRL vs TW
+18.4%
+81.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.8% |
| 7D | +5.0% | +2.8% | +2.2% | +5.4% |
| 30D | +13.5% | +18.1% | -4.5% | +15.8% |
| 3M | +21.5% | +25.2% | -3.7% | +25.0% |
| 6M | +103.4% | +19.1% | +84.3% | +108.2% |
| YTD | +71.8% | +21.9% | +49.9% | +82.1% |
| All | +99.8% | +18.4% | +81.5% | +113.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling