-18.3%
TE vs CRL
+37.9%
-56.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.7% | +12.7% | +11.3% |
| 7D | +18.2% | -0.6% | +18.8% | +18.3% |
| 30D | -13.5% | +5.0% | -18.5% | -15.9% |
| 3M | -44.6% | +50.6% | -95.2% | -56.0% |
| 6M | -24.7% | +60.9% | -85.6% | -44.6% |
| YTD | -24.3% | +40.7% | -65.0% | -40.1% |
| 1Y | +155.6% | +73.3% | +82.2% | +68.8% |
| 3Y | -18.3% | +40.6% | -58.8% | -36.3% |
| All | -18.3% | +37.9% | -56.2% | -36.3% |
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