-45.4%
TE vs CRL
-37.6%
-7.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.5% |
| 7D | +15.0% | -4.6% | +19.6% | +17.5% |
| 30D | -7.5% | +0.5% | -8.0% | -8.0% |
| 3M | -42.0% | +46.6% | -88.6% | -53.5% |
| 6M | -31.4% | +57.3% | -88.7% | -49.1% |
| YTD | -26.5% | +39.5% | -66.0% | -42.1% |
| 1Y | +153.1% | +76.9% | +76.2% | +66.5% |
| 3Y | -20.7% | +39.4% | -60.0% | -39.1% |
| 5Y | -45.4% | -37.2% | -8.3% | -49.1% |
| All | -45.4% | -37.6% | -7.8% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling