+101.1%
CRL vs TW
+41.9%
+59.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.2% |
| 7D | -1.7% | +3.1% | -4.8% | -1.9% |
| 30D | +14.6% | +16.7% | -2.1% | +13.3% |
| 3M | +24.8% | +25.2% | -0.3% | +22.8% |
| 6M | +94.7% | +19.5% | +75.2% | +92.5% |
| YTD | +73.4% | +21.0% | +52.3% | +70.4% |
| 1Y | +104.7% | +19.0% | +85.7% | +101.8% |
| 3Y | +101.1% | +40.7% | +60.4% | +99.3% |
| All | +101.1% | +41.9% | +59.2% | +99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling