+58.8%
T vs CRL
+353.6%
-294.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.8% | +0.8% |
| 7D | +2.6% | -1.7% | +4.3% | +2.6% |
| 30D | -1.1% | +14.6% | -15.7% | -2.8% |
| 3M | -7.7% | +24.8% | -32.6% | -10.3% |
| 6M | -10.6% | +94.7% | -105.3% | -17.7% |
| YTD | -7.5% | +73.4% | -80.8% | -14.1% |
| 1Y | -7.4% | +104.7% | -112.1% | -16.1% |
| 3Y | +63.1% | +101.1% | -38.0% | +42.2% |
| 5Y | +55.2% | -10.8% | +66.0% | +56.5% |
| 10Y | +58.8% | +358.8% | -300.0% | +11.1% |
| All | +58.8% | +353.6% | -294.8% | +11.1% |
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