+100.5%
CRL vs TW
+221.1%
-120.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.0% |
| 7D | -1.0% | -2.3% | +1.3% | -0.2% |
| 30D | +10.7% | +3.9% | +6.7% | +8.9% |
| 3M | +55.3% | +5.7% | +49.6% | +50.3% |
| 6M | +60.7% | -14.5% | +75.2% | +68.4% |
| YTD | +44.6% | -0.9% | +45.5% | +41.3% |
| 1Y | +77.7% | -13.5% | +91.3% | +83.9% |
| 3Y | +37.6% | +25.0% | +12.6% | +15.1% |
| 5Y | -35.8% | +22.7% | -58.5% | -47.0% |
| All | +100.5% | +221.1% | -120.6% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling