+145.2%
TE vs CRL
+80.5%
+64.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.3% | +0.9% |
| 7D | +0.2% | -3.5% | +3.8% | -0.3% |
| 30D | -5.9% | -2.1% | -3.8% | -6.1% |
| 3M | -45.6% | +48.0% | -93.5% | -42.5% |
| 6M | -43.4% | +64.7% | -108.1% | -38.9% |
| YTD | -31.0% | +39.5% | -70.5% | -27.2% |
| 1Y | +145.2% | +74.2% | +71.0% | +172.8% |
| All | +145.2% | +80.5% | +64.7% | +172.8% |
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