+244.5%
T vs CRL
+1,712.0%
-1,467.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | +0.2% |
| 7D | +1.7% | +4.4% | -2.7% | +1.0% |
| 30D | -1.7% | +17.1% | -18.8% | -4.0% |
| 3M | -7.3% | +32.1% | -39.4% | -11.0% |
| 6M | -11.2% | +98.9% | -110.1% | -19.6% |
| YTD | -8.1% | +77.1% | -85.2% | -16.1% |
| 1Y | -8.0% | +110.3% | -118.3% | -18.2% |
| 3Y | +62.1% | +108.5% | -46.4% | +39.2% |
| 5Y | +55.7% | -7.9% | +63.6% | +48.9% |
| 10Y | +54.1% | +368.9% | -314.8% | +10.6% |
| All | +244.5% | +1,712.0% | -1,467.5% | +104.4% |
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