+59.6%
T vs CRL
+86.4%
-26.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.8% | -8.7% | -0.5% |
| 7D | +1.0% | -6.1% | +7.1% | +0.8% |
| 30D | -10.6% | +12.4% | -23.0% | -10.2% |
| 3M | -7.7% | +27.1% | -34.9% | -7.1% |
| 6M | -13.3% | +85.7% | -99.0% | -12.0% |
| YTD | -8.8% | +69.2% | -78.0% | -7.3% |
| 1Y | -8.4% | +97.5% | -105.9% | -7.2% |
| 3Y | +59.6% | +86.1% | -26.5% | +59.6% |
| All | +59.6% | +86.4% | -26.8% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling