+65.3%
T vs CRL
+241.6%
-176.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | 0.0% |
| 7D | -1.5% | -0.6% | -1.0% | -1.5% |
| 30D | +7.6% | +5.0% | +2.6% | +7.0% |
| 3M | +15.3% | +50.6% | -35.3% | +9.7% |
| 6M | -8.5% | +60.9% | -69.4% | -14.1% |
| YTD | +6.8% | +40.7% | -34.0% | +1.6% |
| 1Y | -7.2% | +73.3% | -80.6% | -14.6% |
| 3Y | +108.2% | +40.6% | +67.7% | +91.7% |
| 5Y | +66.1% | -37.0% | +103.0% | +77.0% |
| 10Y | +65.3% | +244.3% | -179.0% | +15.1% |
| All | +65.3% | +241.6% | -176.3% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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