+148.6%
TE vs CRL
+78.8%
+69.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.1% |
| 7D | -4.0% | -1.0% | -2.9% | -4.1% |
| 30D | -15.9% | +10.7% | -26.6% | -14.8% |
| 3M | -60.5% | +55.3% | -115.8% | -58.4% |
| 6M | -35.2% | +60.7% | -95.9% | -30.3% |
| YTD | -31.1% | +44.6% | -75.8% | -27.4% |
| 1Y | +148.6% | +77.7% | +70.9% | +162.4% |
| All | +148.6% | +78.8% | +69.8% | +162.4% |
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 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