-10.5%
T vs CRL
+66.2%
-76.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.8% |
| 7D | -3.1% | -4.6% | +1.5% | -3.5% |
| 30D | +4.6% | +0.5% | +4.1% | +4.7% |
| 3M | +12.2% | +46.6% | -34.4% | +16.9% |
| 6M | -6.5% | +57.3% | -63.7% | -2.0% |
| YTD | +4.9% | +39.5% | -34.6% | +8.7% |
| 1Y | -10.5% | +76.9% | -87.3% | -6.8% |
| All | -10.5% | +66.2% | -76.7% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling