+12.6%
TE vs CRL
+99.6%
-87.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.5% | -7.0% | -7.3% |
| 7D | -13.6% | +8.9% | -22.5% | -16.9% |
| 30D | -37.7% | +14.0% | -51.6% | -41.2% |
| 3M | -59.8% | +19.8% | -79.6% | -63.1% |
| 6M | -66.3% | +102.0% | -168.4% | -76.8% |
| YTD | -70.5% | +70.8% | -141.4% | -78.4% |
| 1Y | -48.8% | +98.7% | -147.6% | -66.3% |
| All | +12.6% | +99.6% | -87.0% | -9.3% |
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