+301.3%
T vs CRL
+1,379.5%
-1,078.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.3% | -1.7% |
| 7D | -1.3% | -1.0% | -0.2% | -1.1% |
| 30D | +11.4% | +10.7% | +0.7% | +9.9% |
| 3M | +14.3% | +55.3% | -41.0% | +7.6% |
| 6M | -9.3% | +60.7% | -69.9% | -15.5% |
| YTD | +7.1% | +44.6% | -37.5% | +0.7% |
| 1Y | -9.1% | +77.7% | -86.8% | -17.3% |
| 3Y | +105.3% | +37.6% | +67.7% | +87.9% |
| 5Y | +66.8% | -35.8% | +102.6% | +68.5% |
| 10Y | +66.8% | +241.7% | -175.0% | +25.4% |
| All | +301.3% | +1,379.5% | -1,078.2% | +145.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling